Step 2) Check back here later after you've had a chance to digest some of that and give it proper thought.
When I read that (I'm way behind as the `Google Reader (1000+)' will attest) I was somewhat shocked. I was not shocked over the disbelief that this could happen. I was shocked simply because it confirmed what I "thought" I was seeing with my own two eyes. I can not tell you how many times I've seen certain "setups" occur throughout the day only to see "weird stuff" happen.
You might be thinking . o O {Now this paranoid tard trader is talking about 'seeing things'} . Fair enough. I've been wanting to talk about seeing 'manipulative/bullying' action in the futures from time to time but refrained from doing so because I knew it would be discounted as BS because this was not something I could illustrate with a chart or even Time & Sales data.
However after I read that article I decided to "video" a couple of windows for the first time today to see if I could catch and illustrate a 'flash order' and how it impacts the bid/ask [*and subsequent order flow] . I will try to get this edited and put up somewhere for viewing (will likely need to be swf for resolution and put somewhere other than youtube for that reason). I will try and get this up as soon as possible but this video editing stuff will be a first for me.
[Addendum: Just got some disturbing news therefore it might take longer than I had hoped to get this out...I will try though. Although here are some nice /ES purchases within 20 seconds of futures closing. You see a lot of 'settling' for the first 10 minutes but things usually aren't this active in the last 20 seconds, even if so it's "balanced" and not on one-side (this is filtered time&sales size >= 300)]
