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Why would a trader quickly flicker an order immediately preceding a tick away?
The Setup Assume the inside market is $15.15 \times 15.16$ and there is a very large bid order imbalance. For example, 30,000 shares bid across 100+ orders, 200 shares offered across 1 order; ...
Nov 17 '12 at 14:00
newest order-execution electronic-trading questions feed
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