260,000 S&P 500 e-mini contracts traded in the three minutes following the fake AP Tweet. That is ~$20.4 Billion notional value 'changed hands'. For those with trailing stops, our condolences...
the day - to get a sense of the scale of volume...
[3]
and close up...
[4]
and VIX smashed higher on huge volume too...
[5]
and Treasury Futures...
[6]
eMini Depth of Book for every minute of every trading day between March 2010 and April 23, 2013. April 23, 2013 is the thick red line. Via Nanex:
[7]
And, via Nanex, the whole thing animated at this link [8]