Current system status:     ONLINE, no issues

MOST ACTIVE HFT/ALGO SYMBOLS

 

FEB 15, 2012

SYMBOL

Number of Programs

Total Quotes

Total BBO Changes

Total Trades

 

 

 

 

 

SPY

         1,476

         2,080,035

         437,905

         164,343

QQQ

            761

            996,137

         213,279

           41,454

IWM

            573

            767,546

         187,020

           44,982

VXX

            538

            737,813

         178,409

           52,775

C

            317

            397,392

           69,192

           27,963

FAZ

            211

            266,259

           60,287

           10,078

BAC

            185

            241,564

           31,066

           42,052

EEM

            157

            189,493

           32,047

           13,557

GM

            147

            190,237

           23,705

             1,884

TZA

            143

            183,970

           47,684

             6,474

XLF

            118

            143,588

           20,728

             7,746

SLV

              83

            122,457

           20,122

           10,144

TBT

              79

              97,588

           17,331

                946

JNPR

              79

              96,069

           21,749

             7,042

IVV

              78

              87,024

           22,406

                748

TVIX

              76

              88,885

           14,377

             5,441

MSFT

              76

              95,374

           17,765

           10,957

UAN

              67

              88,689

             1,844

                    7

F

              67

              87,246

           10,792

           12,496

EMC

              65

              81,823

           17,823

             7,830

CSCO

              57

              70,750

           13,645

             8,189

GLD

              56

              83,431

           11,367

             2,401

INTC

              52

              61,474

           14,952

             5,516

USPH

              50

              59,415

           16,521

                0

JW.A

              50

              79,391

             2,910

                    2

DIA

              50

              60,368

           11,387

             1,975

USO

              50

              68,742

           14,676

             3,471

 

UAN, USPH AND JW.A get the award for the most quote stuffing spammer of the day!

Program Counts:  The number of times the symbol had quote rates in excess of 1,000 per second during the period indicated.