No, it would not be like an individual commercial broker to sell you short shares. Someone apparently entered a sell at .003 and Fidelity gave them to you at the price they entered. Had the seller entered the trade at market, the trade would have occurred at the highest available price (.0031).  My guess is, the seller enetered the .003 limit order so's not to get taken to the cleaner's in the event the best bidder was at .0025.