The bidding protocol specifies in detail which bids are allowed in an auction. For example, the protocol specifies the price range within which bids must fall, but also the specific prices within the range that are allowed. Sometimes several identical goods are sold in the same auction, for example when trading commodities and financial instruments. In this case, each bid consists of a price and quantity pair, where the quantity indicates how much the participant is willing to buy at the invited price. Previous studies of multiple commodity auctions usually assume an idealized bidding protocol where prices and quantities are allowed to vary continuously and where bidders form a smooth curve instead of a bidding staircase. However, a few previous theoretical studies have shown that the technical details of the bidding protocol, which the schematic studies have ignored, can have major consequences for the outcome of the auction. We want to further investigate the driving forces behind this phenomenon, to what extent it can be observed in practice and how it can be used to improve the efficiency of auctions. In the theoretical part of our study, we use game theory to predict the bidding in an auction under different bidding rules. The theoretical predictions are then tested in economic experiments.