Quote from Susannah:
I think of it more like a quick liquidity test. Testing where the bottom or the top is going to be for the next quick move. Trade through all the little orders for a second to see where the big money is parked. I could be way off, but that's what makes sense to me.
That's as good as an explanation as any, but where the orders appear on the DOM and the length of time they appear it reminds me of a bluff in poker, or a signal. I'm talking 2000 or 3000 contracts appearing for less than 5 seconds sitting on one price.

