WSJ reports:
Hackers Penetrate Nasdaq's Computers - WSJ.com

Quoting 

Hackers have repeatedly penetrated the computer network of the company that runs the Nasdaq Stock Market during the past year, and federal investigators are trying to identify the perpetrators and their purpose, according to people familiar with the matter. The exchange's trading platform—the part of the system that executes trades—wasn't compromised, these people said. However, it couldn't be determined which other parts of Nasdaq's computer network were accessed. Investigators are considering a range of possible motives, including unlawful financial gain, theft of trade secrets and a national-security threat designed to damage the exchange.

Read more: Hackers Penetrate Nasdaq's Computers - WSJ.com

Mike

Interestingly -I have a friend that mentioned that to me a few months ago in the context of hackers being the cause of the flash crash and a fairly large investigation being under way. I have no way to verify the story given to me.

At the time, I was told the biggest worry wasn't what they had seen but what they may have left behind...

That was also my first reaction: they filtered all the buy orders at 6 may crash and got in long at the bottom

wicked stuff