I trade the DAX futures, and often I see behavior that puzzles me and I'm wondering what the logic is behind the behavior. (I'm sure that this behavior isn't limited to just the DAX.) This will likely be a dumb question, but hopefully someone can educate me on this. Sometimes, I'll see the DAX futures jump by many points, like 5+ points in a split-second. I don't think it takes Sherlock Holmes to figure out that someone placed a huge order that wipes out the entire market depth and moves the markets in a particular direction. Why would they do this? Is it really just a big trader who wants to get out of his position as quickly as possible, or is there some strategic reason to do this? One of my guesses is that the trader wants to blow through and trigger as many stops as possible, but if that's the case, what do they gain from it? Don't they risk getting into a position where there isn't enough orders let them cover their positions? If they blew through 10+ ticks in a second, isn't it likely that there aren't any bidders that could fill them at a profit? Or is their goal to they start covering into these market orders generated from the stops being hit? Or is there some other nefarious reason for doing this?