I have a question, Do big fish ever go all in at once 3000 at market?
If so how many ticks would that take out of the book at a time like right now where it is basically showing 100 contracts total for 5 ticks deep on each side?
I guess my question is how much liquidity is there that I can't see in the book ? It gets thicker the farther away it gets right? If I offered 3000 at market right now how low would that send price?
Also, position limits are 3000 correct? If big fish traded through 2 different brokers or through different LLC entities for instance could they trade 3000 in each account?