Yeah, market makers (like CMC) make their own markets that...

Yeah, market makers (like CMC) make their own markets that closely (usually) resemble the real markets. Unfortunately they can tweak the numbers, trigger stops with spikes, all sorts of shenannigans. Basically you're playing against the market maker as well as the market.

DMA means Direct Market Access. So any transactions go through the ASX and the prices & action I see are ASX prices. I prefer this as I feel it is a much more level playing field.