Yes, It's happened to me multiple times on one par
Post# of 148185
two offers at $x was on the ASK.
The first was for y-shares.
The second was for 4*y shares.
I put a bid in at the $x ASK for 5y shares. I only got y shares filled. I counted 3+ seconds after y shares got filled before the 4y shares were removed from the ASK without filling me.