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Ann: Quarterly Activities/Appendix 5B Cash Flow Report, page-20

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    I wasn’t watching this one in particular. Just saying it’s tactic used. Perhaps not in this specific instance. I’m not sure what you mean by an algo amending the order, are you saying that it bought/sold to itself to avoid losing the orders place in the queue rather than simply amending the order quantity? Lots of games played around the open and closing auctions, queue jumping is just one of them. Have tried it myself a few times and had some wins and some loses (out gamed by someone/bot playing the other side)
 
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