NY AG subpoenas high-frequency traders: Source

The New York attorney general's office has subpoenaed about a half-dozen high-frequency trading firms over their relationships with exchanges and dark pools, a source in the office told CNBC.

Dow Jones, in an earlier report, described them as the "first wave" of subpoenas.

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A group of traders sued CME Group last week, accusing the operator of the world's largest derivatives exchange of selling market data to high frequency traders, cheating other investors who lacked such access.

—CNBC.com with Reuters