Sometimes they won't display people's orders, then they'll buy a big batch of stocks and divy them up between their customers taking a vig. ETrade is famous for this.
But I'm just saying an order that big, highly unlikely somebody like us. If we have that many shares, we know not to put in an order for 3 million without stacking it a bit. Similarly, if we've got the cream to buy 3 million, unlikely someone else is magically going to have 3 million for sale.
DISCLAIMER: I am a dirty, rotten penny investor. I am not compensated by any stock. I've asked them to pay me, they refuse. I buy stock on the open market. I sell it there. I like money. I am greedy. I am under the care of a psychiatrist.