I trade low-volatility, low volume NYSE stocks only. I use Interquote to follow the tick-by-tick activity. It also has a Level 2 screen which tells me who the buyers and sellers are and on what exchange. Because these stocks trade so little volume ie...20-30K shares per day, it's usually just me and the specialist. My question is this: If I'm selling stock and I'm the lowest price, with no other sellers, with my price being represented on the NYSE, is it legal for stock to sell at the same price as mine? This happens all the time. I don't understand how that could possibly be fair. Can the specialist sell his stock before me at the same price or are shares being traded on another exchange at that price and I'm just seeing the results of it. Thanks.