Anybody noticing the suspicious orders, in market depth, each...

Anybody noticing the suspicious orders, in market depth, each morning before the start of trading, that get cancelled just before the start of days trading? Every morning a couple of traders are putting up huge 1 mill+ share offers matching a current sale price, only to be canceled, minutes before execution at the commencement of day's trading. Is this legal? i can't help but think they trying to sucker some traders in chasing up the share price. It shouldn't worry me, I already have my small parcel. Its not the only activity I thought was different going on. Anyway, hope someone could also view market depth on Monday morning, to confirm the conspiracy theory, Ha. Thanks