Imagine you live in a city and there are currently 1000 houses on the market, you take out an ad in the news paper telling everyone that there are only 1000 and you want to buy 900 of them.<p>Someone wakes up at 6 AM reads the paper and phones every real estate agent in town telling them they will pay the asking price and a little bit more, most agents sell to him and he makes a nice tidy profit off of you who now have to buy from him.<p>Is he front running you or are you just dumb? Especially given that you could take news paper ads out all week long and then let the guy who bought 800 of the houses take the loss on them. Or you could execute a bunch of small 50 trade orders and buy all the houses you want at the asking price.