On May 6th, 2010 the markets experienced something new. A algorithmic trading system(s) crashing the market lower in what has been referred to as the flash crash because of the speed at which it happened and recovered. It was unbelievable to watch in realtime and the folks at MarketDelta went back and overlaid squawk box audio from Traders Audio with a MarketDelta Footprint Chart to capture the event.
Warning: If you have high blood pressure do not watch! :)