Some HFTers execute thousands of trades a day which are cancelled within a few ms -- they are just pinging the market to see how liquidity is at certain price l

Some HFTers execute thousands of trades a day which are cancelled within a few ms -- they are just pinging the market to see how liquidity is at certain price levels, or looking for an opportunity to get out in front of a large quantity trade. This would prevent or impair such traders.