While I made up the actual number of shares referenced, the fact is what occured was that it apears in order to sell to me the number of shares in a particular transaction someone 'traded' the same number of shares less than a minute later (sometimes within seconds) at a higher price.

If it was a mm shorting shares, then does this mean that in order to fill my order at the bid the mm had to by 'borrow' shares at a price higher than what I eventually paid?