Many times, the ask size is smaller than my trade size. I wonder how I can tell if my trade is against a hidden order of a trader on the other side or a specialist's to boost volume? I like to trade against specialist, because I know they are only in the game for short term and they have to rewind their positions later, and it will further boost my profit. On the other hand the hidden order by a trader againt my direction means somebody want to secretly unload their positions which means I may trade the wrong direction. For example, the ask size is 4000 at 9.99, and I buy 10000 shares and all done is one trade, and the 4000 size ask is still on the book, untouched. By the way, how do I enter hidden orders through special routing, or a real broker?