The move began shortly after midnight London time, the thinnest part of the trading day, described under holiday-liquidity and the session handover. Quoted lows differed markedly between venues and brokers, with some platforms printing far lower than others, because there was no single consolidated market to reference.
Subsequent official analysis pointed to a combination of factors rather than one cause: very thin order books at that hour, automated execution reacting to falling prices, stop-loss orders clustered below round numbers, and hedging related to option barriers. No single erroneous trade was identified as the trigger.
The lasting lesson is about time of day. The same order in the london-session would have met a book many times deeper. Executing size, or leaving stops, in the quiet hours means accepting a much wider distribution of possible fills.
Example: a stop at 1.2500 on 1 standard-lot fills at 1.1800 in the vacuum. That is 700 pips of slippage, about $7,000 more than the intended loss, on a position that was flat again within ten minutes.
Related: holiday-liquidity, slippage, asian-session, cable