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unusual vol spike

  #5 (permalink)

Little Rock, AR, USA
Posts: 25 since Jul 2017
Thanks: 2 given, 54 received

That's the "cash close", when all market makers and brokers running at a surplus/loss must become flat. A lot of HFT insanity happens in those moments, if you watch time and sales it is just about seizure-inducing. It usually happens between 2:30 and 3 each day.

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