IQuant May 16, 2010 #11 Quote from hippie: Do you have a link for this? Thanks. More... Interesting CME Whitepaper on 5/6 Flash Crash http://www.cmegroup.com/files/May-6-2010-Incident.pdf CME Price Banding http://www.cmegroup.com/globex/files/PriceBanding.pdf
Quote from hippie: Do you have a link for this? Thanks. More... Interesting CME Whitepaper on 5/6 Flash Crash http://www.cmegroup.com/files/May-6-2010-Incident.pdf CME Price Banding http://www.cmegroup.com/globex/files/PriceBanding.pdf