> That sentence alone tells me that you're a LARPer

cope.

Equity options are sparse and have 1 order of 1 lot/qty per price. But usually empty. Too many prices and expiration dates.

US treasury bond cash futures (BrokerTec) are almost always 1 lot orders. Multiple orders per level though.

I could go on, but I’m busy as our team of 4’s algos are printing US$500k/hour today.