SpyGate Detection Table: March 31th, 2021 We ended the day with 245 program trades detected, which is a good amount, but they all came in the afternoon. While the number of buy programs and sell programs was pretty much even, the sell programs were much larger in size with $16B more to sell than buy. Price Action During Program Trades The first detected program trade past the open executed at 9:50:02 ET, trading 322 symbols in 6.5K different trades for $98M. No sell programs were detected all morning and between 12:00 and 14:00, no programs at all were detected. For the “Final-2” hours starting at 14:00, the bots became active with the 14:00:08 trade foreshadowing a possible selling closing imbalance. Into 15:50 when the MOC is released we had only 23 programs all day, which means we had over 200 programs fire on the close.