I came across a site with excellent trading charts from a company that has been researching the impacts of high frequency trading from what looks like a pretty reliable source. http://www.nanex.net/FlashCrash/OngoingResearch.html This one is just out - Nanex ~ 31-Aug-2012 ~ SPY Intraday Volatility http://www.nanex.net/aqck2/3563.html This page has many of the charts of unusual trading patterns - Crop Circle of the Day - Quote Stuffing and Strange Sequences http://www.nanex.net/FlashCrash/CCircleDay.html
