I've never experienced this personally, but I've heard other people say that their buy orders were not filled although the share price dipped below their bid. I don't know how that happens or if it is even legal. In effect, sellers can pick and choose whom to sell to, and while doing this, trigger all the stops on the way to the sell price. If that's not blatant manipulation I don't know what is.

A couple posters on SH have said that some "elephant" has put and end to GMP's 100 share sell orders. 'Bout time!