#liquidity #evaporation on the #emini #ES (#SP500) at 9.50 PM CET!

it was done just before a big #buy #market #orders.

(two #HFT #Buy alerts triggered at 9.49.33 PM CET)

Biggest size listed on the #bid at 2770 for 437 orders.

More than 40 price bar in 1 seconds 9.50.01 PM CET https://t.co/HsZjmKRvHY