Studying the end of day trades posted by GWR reveals to me that there are all kinds of games going on. RBC was the buyer of alot of anonymous sells and look at these trades between Instinet (seller) and RBC. There were 21 trades from 500 to 1500 shares spaced mostly 2 to 6 seconds apart. The last 10 trades were all exactly 4 seconds apart. It is like the firing of automatic altillery. If I can see these games and have never worked a day in this industry, why can't the regulators?
| 15:54:46 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:42 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:38 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:34 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:30 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:26 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:22 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:18 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:14 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:10 |
T |
1.01 |
0.06 |
1,000 |
2 RBC |
13 Instinet |
K |
| 15:54:04 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:58 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:52 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:46 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:42 |
T |
1.01 |
0.06 |
3,500 |
2 RBC |
13 Instinet |
K |
| 15:53:40 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:39 |
T |
1.01 |
0.06 |
500 |
2 RBC |
13 Instinet |
K |
| 15:53:39 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:34 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:28 |
T |
1.01 |
0.06 |
1,500 |
2 RBC |
13 Instinet |
K |
| 15:53:26 |
T |
1.01 |
0.06 |
500 |
2 RBC |
13 Instinet |
K |
