uptik2000,
This sounds *very* familiar. I see this several times a day, as I also trade the liquid NYSE stocks. I have noticed that this occurs mostly when I'm sending an order in response to something I see in the tape, rather than when I've been sitting in the book with an SSH order. So, I'd guess that orders ahead is correct, especially in these bigger stocks.
If you were sitting in the book previous to those trades, for say 1 minute or two, then you should have been filled on that first print through your price. Based on your description, I'm guessing that your experience parallels mine, where you've sent an order into the moving market rather than having it hit a sitting one.
If I'm providing liquidity and sitting in the book, I will see my execution before I'll see the fast ticker adjust or the NY Open Book indicate much change. (Yes, that is on a 10 second delay, but the Liquidity Quote is not....). So when I'm sending an order, especially a short order, having a very low priority, I always assume that many others have beat me to it. Sometimes it's two or three prints before I'm in, just like you described.
However, on straight Sells or Buys, this doesn't seem to happen, unless I'm really late to the party.... On those, I assume that I got my order in, and it has higher priority than a short order.
At any rate, I did want to tell you that, yes, I've seen this too.
