Reuters headline, citing an unnamed source:

  • New York Attorney General subpoenas more than 6 high speed trading firms
  • Seeks information on special relationships between exchanges and dark pools

This: “Seeks information on special relationships between exchanges and dark pools” sounds promising. Market fragmentation, lack of market transparency, payment for order flow … yeah, let’s get that sorted.

Added: New York prosecutor probes group of high-speed trading firms: source