Fractional shares done on most venues are rounded to 1. That is why critical data may be in the prints around. Glad to see nobody read the Finra link. Conspiracy theorists just prove that even paranoid schizophrenics actually have real enemies - or lack a Google connection. Tell me about the prints around it.
Venues report to the TRFs - not brokers. Mostly dark pools as they don't have their own reporting systems.
It means that watching level 2 or time and sales is a wot because not all orders will appear. This is what the chart is for...why look a a row of numbers when the visual is done for you? It's the equivalent of reading an earnings report...they can manipulate the numbers to a degree that its useless information. TA and price action is the only thing you can trust imo.