I still (heart) HFT

Liquidity is diminished in the ES contract today. There is plenty of volume going through, but the amounts on the bid and offer are much lower than usual. Just looking at the bid/offer action on the ES and the way price is behaving, I would humbly suggest that it appears that the machines (algos & HFT) are providing a great deal of the liquidity so far in this session.

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