The US stock market is open... so at least one exchange must be broken. Sure enough, as Nanex notes, NYSE Arca and BATS had "issues" this morning as 338 symbols stopped reporting trades between 1018ET and 1028ET. The stocks included AAPL, FB, FOXA and FSLR (HFT darlings). In addition S&P 500 e-mini futures liquidty was the 4th lowest ever during this morning's trading.
Here is the excellent Eric Hunsader tracking the breakdowns... (from oldest to newest)
Looks like NYSE-Arca had an outage in symbols D-F between 10:18 and 10:28
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [7]
Actually, there was a MAJOR outage of trade reports for Nasdaq symbols D-F. Here's $GILD [8] coming back online pic.twitter.com/0zkQu2iWYa [9]
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [10]
Chart showing the trade report outage in $FOXA [11] pic.twitter.com/M5Iig06lVd [12]
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [13]
Here's a detailed chart showing the trade report outage ending in $FOXA [11] pic.twitter.com/mvBkK9VoHq [14]
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [15]
What a mess! Here are BATS trades (pink) & NBBO (gray shade) in $AAPL [16]. Can you spot the outages? pic.twitter.com/SbDKEDpIGT [17]
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [18]
BATS didn't report trades in at least 338 Nasdaq Listed stocks. Symbols $AAL [19] to $LKQ [20]
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [21]
The 2 outages shown here in $FOXA [11] also happened in dozens of Nasdaq stocks pic.twitter.com/3JBBOQN28G [22]
— Eric Scott Hunsader (@nanexllc) October 27, 2014 [23]
