Hi there
I have read your posts it seems you are doing high volume tick trading.
I have been observing BAC lv2 and witnessed big order posted like 200k 300k on EDGX/NYSE
I wonder do you have any strategy on it. From my experience it looks like sometimes it just bouncing from this big orders or sometimes it just goes through that order right away.
Do you have your own thinking on these big BID/ASK sizes on Level 2?
Thanks,