Why would someone buy 10,000 shares then immediately sell 10,000 shares? print example: 10:30:00 Bot 10,000 10:30:00 Sold 10,000 ^-- the seconds are the same for both. I see this frequently. Sometimes someone will buy multiple sets of 10,000 orders then someone (else?) sells a few 10,000. I've been assuming that they're testing the market depth but any response with conclusive reasons or from someone that has actually done this would help. Thanks.