so today was an interesting day... I had 2 fills that were filled just above the bid (buying). normally, I would need to get to the mid or higher to get the fill. these fills were instant too. they didn't sit on the market and then someone met my price. why did these 2 fills get filled instantly but were just a bit above the bid? I have the 2 level data as well... My guess is that there was either an order behind it on one of the exchanges that i didn't see, or maybe it was filling a spread... the second observation i had was where I only got 1 contract filled out of a larger order. eventually, I bumped my price and then got the remainder filled. It felt like the MM was playing games with filling just one contract and either leaving me with the remainder to be hanging, or i could choose to move to their price. Does this happen as well? as mentioned, most of the time my offers at just above the bid to buy, or just below the ask to sell are not completed. Today was unusual... in a good way of course but still made me wonder about what happens behind the curtain... thanks!