I noticed, in one of the Nasdaq stocks I trade - every day a half hour before the close large bids and offers come in. All day the Level 2 shows sizes like 10 and 20, and suddenly you see 432, 612, and like numbers on there. Every day, at 3:30pm ET. I think there is something that happens regarding MOC orders on the NYSE around that time. Why would this affect Nas stocks?