Don't know whether it is a coincindence or not and maybe I am being too paranoid but what I just expereinced with a recent order at Comsec seemed suspiciously like "front running".

What happened is I placed an limit order which should have been filled. The order was "Processing" for a minute (previous experience has been near instantaneous). Just before my order was "In Market" the price moved well past my order. Below is a summary of what happened. Now if I want to fill my order it will have to be about $2 above what it could/should have been filled at.

My Order: Buy 4000 shares @ $x.30

Before Order
Sell Price Quantity
$x.00 10
$x.10 100
$x.30 5000
$x.40 100
$x.60 20
$(x+1).00 10

After Order
Sell Price Quantity
$(x+1).00 10
$(x+1).10 200
$(x+1).20 300
$(x+1).40 200
$(x+1).60 20
$(x+2).00 1000