130509. MIAX, ISE, PSE and CBOE. Did not take Quote Stuffers long to find the MIAX.
130426. PHLX, NQEX, NQBX and CBOE.
130425. PHLX, AMEX, PSE and CBOE.
130423. CBOE, NQEX, ISE, BATS and PHLX.
130417. CBOE, PHLX, ISE, NQEX and AMEX.
130415. PHLX, CBOE, NQEX and PSE.
130410. AMEX, NQEX, PSE, PHLX and CBOE.
130408. PHLX, NQEX, AMEX and CBOE.
130402. PSE, AMEX, NQEX, CBOE and PHLX.
130401. PSE, CBOE , PHLX and NQEX.
130328. PSE, CBOE , AMEX and NQEX.
130326. PSE, AMEX, CBOE and NQEX.
130325. PSE and CBOE. Over 11 Million PSE quotes on SPY!
130318. PHLX, AMEX, PSE and CBOE.
130314. AMEX, PSE and CBOE. PSE putting up the big numbers today…
130313. AMEX, PSE and CBOE. Over 4.7 Million useless quotes at the AMEX on CHIQ options!!!
130308. PSE, AMEX, CBOE and ISE.
130307. PHLX, CBOE, BATS and NQEX. Lowest SumOfAll in last two years.
130306. AMEX, PSE and CBOE. AMEX over 5 Million useless quotes on CHIQ!!!
130227. NQBX, CBOE, PSE and AMEX.
130226. CBOE, PSE, AMEX, ISE and PHLX.
130222. ISE, PHLX, CBOE, AMEX and PSE.
130221. AMEX and PSE. Sharp increase in AMEX activity!
130219. AMEX, PSE, PHLX, ISE and CBOE.
130215. AMEX, PSE, PHLX and CBOE.
130213. AMEX, PSE, PHLX and CBOE.
130206. AMEX, PHLX, PSE, ISE and CBOE.
130124. AMEX, PSE, NQEX and CBOE.
130122. AMEX, PSE and PHLX. Mostly AMEX.
130118. AMEX, PSE and PHLX. Mostly AMEX.
130117. AMEX, PSE, CBOE and PHLX. Mostly AMEX.
130115. AMEX, PHLX, PSE and CBOE.
130111. AMEX, PSE, PHLX, CBOE, BATS and BOX.
130108. PHLX, CBOE, PSE and AMEX.
130107. AMEX, PSE, CBOE and BATS.
130102. AMEX, PSE, CBOE and PHLX.
121227. AMEX, PSE, CBOE and new exchange NQBX.
121214. CBOE, AMEX, PHLX, PSE.
121213. PHLX back at it in full force.
121212. PHLX over 5 Million useless quotes on one option symbol.
121119. Special Settlement – ISE and CBOE.
121108 & 12th. PHLX-MXEA, AMEX-TGT.
121109. NQBX now has extreme activity.
Increasing number of stocks with over 100,000 option quotes per second. http://www.nanex.net/aqck2/3649.html
121010. AAPL over 2.6 Million useless quotes.
Follow up study by Nanex: http://www.nanex.net/aqck2/3626.html
121003. PHLX - FSIN. 2.3 Million quotes in one option symbol.
120921. PHLX - FLS. Correction - ISE (not PHLX) was chattering the ask.
120829. Special Settlement EDU1 hit hard at the open.
120828 - ISE. 1.7 Million quotes on one LVS option symbol.
120827. CBOE special settlement SUN1.
120823. 6th week of VIX problems at the CBOE.
120822. PHLX, CBOE, NQEX, and AMEX.
120821 – CBOE. VIX
120820 – NQEX. AAPL.
120813-14 - CBOE still can not stop EEM problem.
120801 - 120803. CBOE, PHLX, AMEX & PSE.
120628. ISE & PHLX – MEXA over 1Million again.
120622. PHLX. 66Million useless quotes on IWM!
120621 - PHLX . 117Million useless quotes on IWM!
120620 PHLX. - MEXA again.
120619 PHLX. - SPY & GOK.
120608 ISE, AMEX, BATS, NQEX, BOX.
120525 PSE, BATS, NQEX, BOX, AMEX.
120524 PSE is still the problem.
120521 PSE 4.7 Million useless quotes on MO options.
120518 AMEX , PSE, NQEX, ISE, BATS, BOX
120516 AMEX, PSE, CBOE, ISE. 12 Million useless quotes on VVUS.
120514 over 25 Million useless quotes on VVUS.
120508 PHLX & AMEX generate 16 Million useless quotes on IOC.
120321 PHLX, AMEX and CBOE working in concert.
120320 PHLX, AMEX and CBOE working in concert.
120314 PHLX & PSE. UMDD 11.3 Million useless quotes.
120227 DZK at PHLX mid day report.
120221 2.3 Million quotes on HAS Mar 27.5 Put at PHLX.
120217 5 minute gap. Gap issue was determined to be at the data feed level.
120210 OSX still a problem at the PHLX.
120130 ALGN & OSX. 3% of the option quotes for the day! 31.5 Million quotes on one underlying...
111214 FINRA Rule 5210 & 5220. Equity exchanges beginning to adopt quote stuffing rules.
111214 AMEX, PHLX, CBOE, NQEX. Special Settlement AIG2 is second most active series.
111213 AMEX. Activity increases on Special Settlement options.
111212 Special Settlement most frequently attacked symbol. NQEX still can not stop extreme problem.
111208 Problem at NQEX continues.
111207 NQEX generates 5,444 quotes in one second.
111206 AMEX joins CBOE on the VXX.
111201 AMEX increases attack on SIVR to 13.2 Million quotes.
111130 AMEX 9.4 Million quotes on SIVR.
111123 Special Settlement attacks have now started at the ISE.
111122 PHLX starts attack on Special Settlement options.
111115 PHLX over 1% on one underlying.
111104 AMEX moons the public with 6.9 Million SIVR quotes.
110826 Unusual Quote Activity at the ISE.
110818 PHLX finally stops MWN attacks after intra day email and call from broker.
110817 PHLX and CBOE attack 288 MWN option symbols.
110816 ISE resolves SCIF issue.
110815 ISE - SCIF. Quotes on 12 SCIF option symbols at the ISE accounted for 5.94% of the total BBO option data feed.
110805 New Records. Used 50 quotes per second filter to detect other exchanges activity.
110804 Record High BBO Option Quotes again. ISE attacks SPY. PHLX 73% of stuffing activity.
110803 Record High BBO Option Quotes. AOS, OGE, DUST - Quote stuffing $4+ spreads. IGE and SHZ still near the top in activity.
110802 PHLX & CBOE. IGE and SHZ
110727 PHLX & ISE. PHLX countdown quotes on SOX.
110725 PHLX again attacks LF. PHLX has indicated that it now has method to detect the quote stuffing and is working on stopping the activity.
110721 PHLX attacks FSLR again today and hits TRMS option real hard.
110720 BIDU - FSLR - QIHU. NQEX, CBOE and PHLX quote stuffing activity
110718 VXX. C2OE and PHLX gang up on VXX options
Follow up on GASX: The GASX excessive option quote count continued at the ISE on Monday July 18, 2011. The sum of all GASX quotes that exceeded 100 quotes per second was 22,610,499 for the day which was 1.81% of the total of all BBO option quotes at OPRA.
The number of GASX symbols attacked increased from 22 on Friday to 51 on Monday, but the total quote count was reduced from the 42,222,659 quotes on Friday.
The activity stopped on Tuesday July 19th. Was this a result of the complaint filed Sunday night with the ISE, or was it stopped because the “Quote Rate Pirates” no longer needed to clog up OPRA’s line 17?
110711_CHGS. Daily attack on CHGS at the PHLX
After filing this complaint with the PHLX the activity continued through the 14th, but stopped on the 15th. Hopefully, this is an indication that the PHLX has the ability to stop the activity and not that the attackers decided to move on to other symbols.
110630 9,664,874 useless quotes on one VXX option in at NQEX.
110628. At 10:36:06 the PHLX increased its average number of option quotes by about 100,000 quotes/sec.
110617. All exchanges now involved & 4,487 attacks exceed 1000 counts per second
110617 48channels. OPRA transmits option quote data via 48 different lines.
ZeroHedge expounded on subject
http://www.zerohedge.com/article/options-based-market-flash-crash-imminent
Was submitted as a comment to Concept Release on Equity Market Structure
http://www.sec.gov/comments/s7-02-10/s70210-338.pdf
110808 - OPRA changed the line configuration
http://www.opradata.com/specs/OPRA_Symbol_ReDistribution_041211.pdf
Original Complaints
Comments to Concept Release on Equity Market Structure
http://www.sec.gov/comments/s7-02-10/s70210-283.pdf
https://sites.google.com/site/quoteratepirates/home
https://sites.google.com/site/quoteratepirates/home/added_110203
Spreadsheet Results from 110713