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A combination of a priority queueing model and mean field theory shows theemergence of traders' swarm behavior, even when each has a subjectiveprediction of the market driven by a limit order book. Using a nonlinear Markovmodel, we analyze the dynamics of traders who select a favorable order pricetaking into account the waiting cost incurred by others. We find swarm behavioremerges because of the delay in trader reactions to the market, and thedirection of the swarm is decided by the current market position and theintensity of zero-intelligent random behavior, rather than subjective traderpredictions.

Swarm behavior of traders with different subjective predictions in the Market