That's what HFT are. This critique of Michael Lewis recent book goes into HFTs: https://scottlocklin.wordpress.com/2014/04/04/michael-lewis-shilling-for-the-bu

That's what HFT are. This critique of Michael Lewis recent book goes into HFTs: https://scottlocklin.wordpress.com/2014/04/04/michael-lewis-shilling-for-the-buyside/ https://scottlocklin.wordpress.com/2014/04/04/michael-lewis-... > Back in the days of pit traders, if you threw a huge order at the pit, you might get a fill on a couple of round lots. The rest of the pit is going to change their prices, because they figure anyone swinging 10,000 or 100,000 share orders around must be informed traders. If they’re informed traders, they need to pay for their immediacy. Informed traders may be criminal insider-trader creeps, they may be people with really good trading strategies; it doesn’t matter -they’re informed somehow: they know stuff. If the market maker doesn’t adjust their prices in front of an informed trader, the market maker will go bankrupt. That’s market economics 101.