For instance I can see a stock trading at.79 bid and .80 ask with 100 shares at the ask.
Then buy 10,000 shares in 2000 buys on the ak without it moving.
So that just tells you there's a lot more than what it looks on the surface. And that goes for all buying and selling.
Quote Tweet
Using Level 2 quotes, seeing the bids and asks up and down the line is important . However there is a lot that is not shown and bids and asks can come and go quickly because it's HFT. twitter.com/TheBigFlabowsk…


