..could those trades also be shares they're putting back .. you know the many 100 - 500 and 2000 block sells that they use throughout the day to keep the price down?
tovc4.. as you know, level II is only orders submitted, not orders executed. So I use Time & Sales to view the actual orders that get executed. So I have both windows open side by side. I just don't care for Tradestations windows.
MM manipulation is to be expected. I've given up on fighting it. All we can do is try and figure out what they are doing and not fight the tape. I'm not a scalper or a day trader, so the micro price movements don't bother/concern me.
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