Knight Capital use to get stuck with non liquid crap. Do you remember when they would have to file a 13g and some thought they had serious intentions of ownership? The equity would shoot up with the given mob reaction...lol. I used to laugh my ass off when that would happen.
of course, almost everything, except greys, are electronic, BUT, they still have others( as in real people) making and pushing trades, you just never see them..
Market Data 
Markets 
AI
