... one lot at a time?
Obviously not me with at best 10$ per trade and wanting to avoid partial fills.
Only those to whom it matters not whether they do one more trade or not. If it means being an impediment to me trading so much the better for them.
Time Price Shares Change @TSX 2009May5
15:05 0.630 500 -0.030
15:02 0.630 500 -0.030
14:59 0.630 500 -0.030
14:57 0.630 500 -0.030
14:54 0.630 500 -0.030
14:51 0.630 500 -0.030
14:49 0.650 500 -0.010
14:49 0.630 500 -0.030
14:49 0.650 500 -0.010
14:49 0.630 1,000 -0.030
14:49 0.630 11,000 -0.030
14:47 0.640 1,000 -0.020
14:46 0.630 500 -0.030
14:46 0.630 2,000 -0.030
14:46 0.640 1,000 -0.020
14:46 0.640 5,000 -0.020
Obviously the bad boys are still here at their game.