No high frequency trader wants to provide liquidity by filling an order that would otherwise go unfilled. Their goal is to find orders that would otherwise be filled <i>within milliseconds</i>, take on a completely superfluous middleman role, and steal most of the spread from the real buyer and seller.<p><a href="http://seekingalpha.com/article/151173-hft-the-high-frequency-trading-scam" rel="nofollow">http://seekingalpha.com/article/151173-hft-the-high-frequenc...</a>