Id sure like to know what the likes of red ink, lescor, millenium man, dustin and others think about the noise. Im gonna can the books.
I've never paid attention to what's happening at different levels on the books. I'm not a scalper or tape reader. I know the levels I want to execute my orders and I break them up, use reserve or some kind of pegged or relative order to try to get stuff executed in this very thin environment. I gave up trying to game the games going on with order books years ago.