yeah. its because the brokers are also trading against you. so they put their trades in first, and dont execute trades that aren't advantageous until they have completed the advantageous ones.
you need to get a better broker.
regarding low volume trades, if you have a custodian acct like interactive brokers, you can do any quantity and they will xtrade (on platform) - it enables you to trade the same way an insto does, directly into the order book, your fees are settled at the end of day.
source : ive been thru asb(commbank) and seen how those shitheads behave, then gave up and got an interactive brokers acct, and its night and day difference, both in per transaction cost and commission, and execution.
P.S while im advertising IB, they support algorithmic trades too for us lowly retailers. - not that theres that much merit to that if you dont have a f*ton of capital to play with. i mostly use it for iceberg accumulate.
4DS Price at posting:
6.8¢ Sentiment: Hold Disclosure: Held
