The fundamental features of information flow that are created by both external and internal ingredients with complex behavior have been analyzed by economists and scientists to understand complicated interactions between financial units. It is so hard to understand what is the origin of information flows because the status of market should be changed every time. We employ the daily 22 industry sectors in the KOSPI market from January 3st, 2000 to March 30st, 2011 and adopt the symbolic transfer entropy method to calculate the asymmetry information flows. We measured a degree of asymmetry information (DAI) between industry sector data sets before, during, and after subprime crisis in order to analyze how to relate DAI to the market crisis. We find that a degree of asymmetry information and the number of connectedness during the financial crisis in the Korean stock market are higher than those of before and after the market crisis.