One of my major holdings are in AMEX, light volume. Here are some very weired things happening. 1 the specialist is always stepping in front of me. 2 the last trade price is outside bid/ask. 3 they don't fill my order, unless I cancel the order. case 1 ask at 6.23 for 1000 shares, that is my order bid at 6.2 for 500 shares from another account mainly to transfer shares then i placed a bid limit order for 500 shares at 6.24. all filled at 6.23, but not filled my 1000 share order. well it is possbile that there is hidden order. case 2 ask at 6.23 for 1000 shares, not my order no trade for 3 hours. then, i put an bid order of 1000 at 6.24. it shows the last trade is 6.23 of 1000 shares, and the ask order is gone. but my order is not filled, so the specialist/whoever step in front of me right after i placed my order. this case happens 30% to my trades. case 3 ask at 6.23 for 1000 shares, not my order then i place a trade for 2000 shares to buy at 6.24, then level 2 shows the 1000 shares are gone, and last trade is at 6.23. none of my shares are filled. i waited 20 minutes, then canceled my order. now it shows partial fill. so the specialist is steal my shares, then found he has no where to dump, then give them back to me. case 4 ask at 6.23 for 1000 shares bid at 6.20 for 1000 shares. suddenly, a trade came in for 100 shares traded at 6.24, then 5 minutes later a trade case in for 100 shares traded at 6.17. so trades are outside the bid/ask - how possible? isn't auto routing to pick the best price? it is not active traded stock, so there is no timing problem. are those trades/specialists actions legal?