Watching the bund futures level 2, I regularly see a block of 4-6 bid or ask prices removed completely, then re-inserted immediately. I'm just wondering what's behind it. Is this a liq provider pulling them all (seems odd if the provider was the only one supplying liquidity for all six bids?) and putting them back in with different amounts. Or is the exchange doing something, or should I be worried about my level 2 provider?
thanks
thanks
