Dislocation Segment Visualizer

Displays Dislocation Segments (DSs) observed in calender year 2016 for the selected ticker.

DSs can arise when distinct information feeds display different quotes for the same security when viewed by the same observer at a definite, fixed location and time. In our work "Fragmentation and Inefficiencies in the U.S. Equity Markets: Evidence from the Dow 30" we consider DSs that arise between SIP and direct data feeds within the US National Market System.

Dislocation Segments