Big. Fat. Orders.
DOT is a computer-run system (kind of the same way Big Brother manages all of us Earthlings) which accepts buy and sell orders on securities and turns them around lickety split. Or, in technical terms...at the speed of electron processing flow.
DOT manages odd lot orders as well; that is, an investor wants to sell 78 shares of IBM at market. He, along with the 3,342 other orders that came in that moment get put into a basket and matched with buy orders of equivalent size, scale, etc. Securities trading volumes are massive, so the old system of lovingly caressing and considering each individual order...just doesn't scale any more.
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