algo trading and the ato, page-10

dnvan,

To a large extent it matters not what your broker does behind the scenes to acquire the stock for you. When you buy or sell a given parcel of shares your broker will give you a contract note indicating the quantity of stock traded and the cost per unit, brokerage, GST etc. This document is what you use for calculating your gain / loss for tax purposes.

If your broker plays silly buggers in the background for his / her own ammusement and / or gain, it matters not to you unless you instructed them to do as such and they provide your with dozens of separate contract notes upon completion of the exercise.