Failure of the robot on the MICEX-RTS exchange
A funny incident occurred on June 21 on the FORTS market of the MICEX-RTS united stock exchange, one of the market participants Sergey Romanchuk (head of the dealing center Metallinvestbank) wrote about it in his blog . Starting from 18:00, a certain automated trading system unfolded vigorous activity, which began to buy futures for dollars at a furious rate for 33.90 rubles. and sell at 32.75 rubles.
In two minutes, the “crazy robot” managed to make deals for 700 million dollars (!) Until it was stopped. Here is the schedule of deals from 18:00 to 18:02 with a cumulative total in volume. Representatives of the exchange officially announced that the transaction will not be canceled.
The same schedule, but with a cumulative total for the loss ($ 4.3 million).
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Log of transactions in the period of robot activity (via yupic )
All day transaction log
“Since the volume of transactions and losses is very large, most likely it was“ hit ”by someone from the banks. A high-frequency traders fabulously enriched. The triumph of social justice, ”jokes Sergey Romanchuk.
In two minutes, the “crazy robot” managed to make deals for 700 million dollars (!) Until it was stopped. Here is the schedule of deals from 18:00 to 18:02 with a cumulative total in volume. Representatives of the exchange officially announced that the transaction will not be canceled.
The same schedule, but with a cumulative total for the loss ($ 4.3 million).
')
Log of transactions in the period of robot activity (via yupic )
All day transaction log
“Since the volume of transactions and losses is very large, most likely it was“ hit ”by someone from the banks. A high-frequency traders fabulously enriched. The triumph of social justice, ”jokes Sergey Romanchuk.
Source: https://habr.com/ru/post/146380/
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