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Strategies & Market Trends : SOES Trading
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To: Chris Block who wrote (1566)8/5/1998 1:55:00 AM
From: shag007  Read Replies (1) of 1618
 
What I don't understand about the actual size rule is when you see a market maker on the inside bid or ask all by themselves showing one thousand shares and yet they get hit with 10, 20 or 30 thousand shares before they leave, if they leave. I doubt they are getting all those new orders as they get hit. Most of the time I don't pay to much attention to the size they show.

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