Nanex is the creator and developer of NxCore, a streaming whole market datafeed with an easy to use API. Nanex supports NxCore and develops applications that run on the NxCore platform.
NxCore (pronounced n'core) is a high-performance, real-time streaming datafeed (ticker plant) that brings the whole market to your workstation or desktop computer. NxCore excels in delivering and databasing all the quotes and trades transmitted by the exchanges, even in the hyper-active U.S. Option market (OPRA) which now transmits over 1,700,000 quotes per second, and 6 billion quotes per trading day.
Our business is supplying a real-time data feed comprising trade and quote data for all US equity, option, and futures exchanges. We have archived this data since 2004 and have created and used numerous tools to help us sift through the enormous dataset: approximately 2.5 trillion quotes and trades as of June 2010. May 6th, had approximately 7.6 billion trade, quote, level 2, and depth records.
We generated over 4,500 datasets and over 1,200 charts before uncovering what we believe precipitated the swift 600 point drop beginning at 14:42:46 and ending at 14:47:02.
In generating these data sets we have also developed several proprietary applications that identify the conditions described in real time or for historical analysis. Contact Nanex for availability.
Research, Analysis and Charting by Eric Scott Hunsader and Jeffrey Donovan.
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