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by bapbap
4688 days ago
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Just out of interest, does anyone know how long it took between the time the tweet was published and how long it took for an identifiable/linked rise in share price? The article does mention "Less than two hours later" but I'm interested to know how quickly people react to a tweet like this. Edit: Google Finance seems to suggest less than one minute. I'm not sure if any data is freely available that would allow me to see this jump in the seconds range. |
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Looking at just one data stream.... The 21 seconds between 14:21:10 and 14:21:31 there were 23 trades. In the next SECOND at 14:21:32 there were 105 shares traded. And the price jumped, in that one second, more than the entire previous minute. So I'd say 14:21:32 is when the market started reacting. Not sure exactly when the tweet went out.
A search for nasdaq time and sales will get you the second by second data.