This fine recording is courtesy of Zero Hedge and The Internet Archive. It is a recording of market maker activity from the S&P 500 futures trading pit during last year’s “flash crash”. Futures prices plummeted, then soared back up again, probably due to algorithmic trading, although the event remains the subject of investigation by the U.S. Securities and Exchange Commission, among others.
his is one of the most dramatic audios I’ve ever heard. It is approximately eleven minutes in length, audio only. It was recorded in the S&P index futures pit on 6 May 2010, when the DJIA crashed by nearly 1000 points in 20 minutes.