Say an institution is getting ready to sell size in the S&P futures pit. This institution makes markets in all mid- and largecap US equities. It has prop/program trading operations in all US equity, US bond, and most major equity futures markets. So the intitution's system trading robot has suddenly spit out a huge sell signal for the S&P...and now their trader is getting ready to execute the order, which will, no doubt, affect the market. Can that institution use the futures info to affect their market making before they sell the S&P? (In other words, after the robot said "sell," but prior to the actual execution of the sell order in the pit, would they now become sellers, but not buyers, of the stocks in which they make markets in prior to the execution of the S&P sell)...?