I know what whiteout's saying. If you watch TAS all day, you'll frequently see that particpants break up their orders. 5000 might be 1100 1200 1300 1400. When a computer program wants to do a large print that might take out a level, it does four smaller prints at the exact same instance. One almost never sees large prints.
As a simplistic example for how we "know" it has to be "one" participant, imagine a stock that is trading very slowly. It's now gone thirty seconds without a print. Suddenly, at the exact same millisecond, six orders come in for similar or equal sized blocks. It's pretty obviously one person (algo). Yes, yes, on a given instance I can't "prove" it's one person but it happens too frequently to be simultaneous participants acting together.
I assume it's done to make the TAS illegible to humans, especially on a big level rollover, and to make it so that one participant's large orders aren't noticed. Since everybody else does it, for one algo not to do it would make him noticeable, I suppose. It's a "herd" thing.
