frequently a broker in order to capture a working buy order for an institution will give them an upside stop price. eg stock trading at 6.30--- buy order for 500000 shares , work order on best fill basis, participate in volume and stop fill limit at say 6.45. The broker works the order and eventually takes all the supply and stock is moving up slowly and he has 400,000 of the order complete when the stock hits 6.45. Broker is required to fill the remaining 100,000 at the stop limit of 6.45 or better. Since the broker doesn't want to make it look like he's now short 100,000 at 6.45 he prints the 100,000 at 6.44 on a downtick or the bidside making it look like a natural seller instead of his short to fill the buyer. Other scalpers don't jump on his short and the broker can fill at his leisure (if the market cooperates). For committing capital for the institution the broker gets a higher commission rate by a penny or 2 per share vs the rate for just working the order. There are lots of games to "paint the tape" to disguise what is happenning.