I've been noticing things like that too.....last week, just to test the theory I bought 1000 shares of FXGP right at closing....I watched the fill and at the same time the ticker showed it as a sale and it was the only one, so I know it was mine.....definitely game-playing.
another thing about level2....sometimes when i chane the number trades shown from 40 to 400 the trades that were showing as buys on the 40 screen will show up as sells on the 400 sceen....makes ya wonder how much of L2 is accurate, huh?