I was trying to sell 2000 shares of GFI... it was 13.32x13.33 and there was over 5000 shares on the bid at 13.32 I sold 2000 shares at 13.32 and the bid pulled and i get no fill at all and instantly the bid went to 13.30x13.31... then i did the same tried to sell at 13.30 and again it pulled and i got none. I got frustrated and sold 3 cents out of the money and got a horrible fill... all this apparent liquidity im seeing i cant sell my shares to. Is this HFT? Are the bids im seeing pulling when they see my sell order come in? I dont even think they are real? Sure its fine when i put a bid or sell order to get out but when i have to buy or sell on the bid or offer... forget it! Ugh!!