This study examines the behaviour of fleeting orders before and after two structural changes at the Australian Securities Exchange (ASX); the removal of broker IDs from the public limit order book and a change in the price structure of exchange fees. Following Hasbrouck and Saar (2009), fleeting orders are defined as orders that are revised or cancelled within two seconds. Firstly, this study confirms that fleeting limit order revisions exhibit similar properties to liquidity-demanding orders. Secondly, after the removal of broker IDs on the market, traders start to aggressively chase the market price. Thirdly, after the price structure changes, traders start to use fleeting orders to search for latent liquidity and more often switch from limit orders to market orders when the cost of immediate execution in the market decreases. This study is important to understand order dynamics in the current high frequency trading environment.