ANL, the inaccurate reporting issue that you mentioned might be due to the use of multiple exchanges. You gave an example of 1400 shares in which only 400 shares appeared on stockwatch.

When a some brokers place an order, it is routed to the most "efficient" platform, based on price and then other factors such as bid/ask sizes, from the impression that I get. It is possible that your order for 1400 got split up. Two board lots (1000 shares) might have gotten pushed through Alpha and then the odd lot of 400 might have gone through the Venture. If Stockwatch only displays bid/ask data for the TSX and Venture (I think Alpha trades are generally invisible to other non-professional platforms), then Stockwatch would only show the 400 shares that went through the Venture. Not being a full lot, this wouldn't even change the number of lots on the bid/ask data.

If you bought 400 shares yesterday, not knowing that it was an odd lot, and were annoyed by the fact that you now had an odd lot, why wouldn't you have bought 1100 today for your experiment? That would have solved your problem. Mind you, for liquid stocks such as this, at small prices, I don't think having even lots is that important.

Another possible answer is that your broker satisfied part of your order with an internal trade. Maybe they had a client wanting to sell 1000 shares. So they transferred those 1000 internally, and bought the other 400 on the open market. I'm not sure what the rules are with respect to that, but I would presume that a major broker can trade internally all day between accounts.