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352 Views • Apr 2, 2013 • Click to toggle off description
See www.nanex.net/aqck2/3519.html for more information on Sub-penny Trades.
The two red lines at the center represent trades with fractional prices of x.xx99 (left) and x.xx01 (right). The two yellow lines near the center represent trades with fractional prices of x.xx90 (left) and x.xx10 (right).
Note how the peaks on the left and right of center form a near perfect mirror image. This mirror image pattern is remarkably consistent over time, seemingly unaffected by calm, active or hyperactive trading days.
Each image is scaled to the maximum displayed so that the relative values of each sub-penny fractional slot can be seen. The scale isn't shown so that the image remains stable. The same animation with a fixed value scale can be seen here: • Subpenny Distribution (Millions of Sh...
Views : 352
Genre: Science & Technology
License: Standard YouTube License
Uploaded At Apr 2, 2013 ^^
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RYD date created : 2022-03-11T01:24:31.643169Z
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@uziTGC
11 years ago
sub-penny priced trades?
on which exchange? what contract?
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