Guys, can anybody make sense out of this, what could be the possible purpose? As you can see, this guy sends a bunch of buy orders at the same price and then cancels them, next he buys higher than the current offer and sells a random small number at bid, this pattern goes on and on until this guy liquidates his position with one sell order. The time between each order is 1 or 2 seconds. the fact that he always buys higher the offer is beyond me, what do you think? Random example: price bid / offer side shares cancelled 10.01 10.01 10.05 buy 100 cancelled 10.01 10.01 10.06 buy 100 cancelled 10.01 10.01 10.06 buy 100 cancelled 10.01 10.02 10.06 buy 100 .... .... ... ... .... executed 10.52 10.02 10.06 buy 100 executed 10.52 10.02 10.06 buy 100 executed 10.03 10.03 10.06 sell could be any #