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Re: Lassiter post# 49446

Friday, 06/26/2020 10:45:46 AM

Friday, June 26, 2020 10:45:46 AM

Post# of 73647
Probing for hidden limit orders usually involves sending the orders and then cancelling them before they get filled if they don't get filled. With trades actually going through multiple times for small amounts it looks more like a VWAP strategy where the trader is feeding small volumes into the market as part of a larger trade trying to minimize average cost. It could be probing but without seeing the orders and any cancels it would be difficult to tell.