Short Term Trading Week Starting: 4 Sept, page-287

yeah, pretty sure they cant work after 4pm....as i said, by watching BWP when i placed an order and was in say 15th place, at 4pm it would jump up several places as the bot orders cancelled, that is all the funny numbered ones, 323, 45, 81...blah blah.
Also, when talking about queue jumping in the auction, and the 1 share sell down...another disadvantage is when your first in the queue........Nothing like bidding for 1M, and your order is triggered for 1 share at .001 or .003...and then it runs next day