Most likely a retail buy, or sell, with 'no instructions' instead of a 'all or none' instruction. It most likely is a partial lot from another seller/buyer to fill a buy/sell request.
Someone is buying 5,000 shares
Another is selling 4,600 and another selling 2,000.
The 400 could be a partial (sale) from the 2,000 shares to make up the 5,000 (together with the other 4,600); it has to be shown as a separate sale. And someone sees that and says "who would sell/buy 400 shares :-)"
Or visa versa someone selling, and others buying that splits up a lot. I've seen a single 'no instruction' sale of mine show up as 3-4 separate sells at different prices.
Now, a 4-share lot like I just saw on the raw data feed, leaves one to imagine... MM signaling each other?, lol. Who knows?
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