Take a look at the T&S window below. It is filtered to show trades of 501 contracts and greater.
The trade that interested me is the trader that bought 698 contracts at market and then sold them 42 seconds later (again at market) and made 1 tick profit on the transaction. At $12.50 per tick the trader makes $8,725 gross profit (let's assume that the commissions are very small if trades are this size).
I wonder if this trader is a scalper or saw the opportunity to push the market - perhaps run stops and get that 1 tick profit. Where would this trader's stop be if wrong?
