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yeh i know. sometimes a bot will drop in at a price that isn't...

  1. 15,819 Posts.
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    yeh i know. sometimes a bot will drop in at a price that isn't market price, so it just sits there waiting to get hit. if it doesn't get hit, it remains in the depth until it gets taken out as part of a larger purchase or sale. hence they appear in the course of sales as part of multiple transactions filling a single order

    some of them will also be leftovers from old unfilled orders.

 
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