play2win.....I'm a few days late reading this thread........."In regards to the Bots swinging into action a split second after your order is confirmed, that absolutely positively exists and if ASX ASIC or anyone denies the fact then they live in a deluded trading world :) LOL".........don't the bots BUY/SELL bids have to be nxt in the queue to have an affect on our orders. If it's a stock where high vols are traded daily surely the bot bids could be anywhere, not necesserily up the front all the time.