> Not at all. If you, for whatever reason, need to sell right now, putting in a market order in an illiquid market can cost you a lot. Are high frequency trade

> Not at all. If you, for whatever reason, need to sell right now, putting in a market order in an illiquid market can cost you a lot. Are high frequency traders trading in illiquid markets? That would be surprising to me, it's not high frequency if it's not high volume, and you open yourself up to larger bid/ask spreads.