I went through a purple patch last year. I was placing orders between $5k up to $20k and noticed orders about 25% the size instantly appearing behind me (and would instantly disappear if I cancelled).... the last few months my results have been negative and that phenomenon has ceased. So... I think its possible.
Also.... I noticed that I would sometimes place an order in the bid and ChiX orders would appear and they would get filled over the top of me. I complained to Commsec and got an explanation that there are 3 markets which can operate independently... the ASX, the ChiX and the centrepoint market.... and just because my order sat at the front of the queue it didn't automatically mean my order had priority. That was the explanation and nothing I could do to argue... but I notice now I am not trading as well that doesn't happen anymore???
