They were hacked for 300 ETH in November, then things went South and now the oldest bitcoin Exchange around has suspended activity.
Reference thread:
WARNING the rock trading. (In Italian)
The Rock Trading Scam www.therocktrading.com Exchange Review fraud truffa
Wait, but talking about a violation now is not yet possible. The Rock Trading has not released any leaked information about it so there is no certainty that this is really the case. We don't know how things stand at the moment but there will soon be a meeting where members can participate and we'll see if there's any news about it.
If I am not wrong they reported an hack of roughly 300 ETH back in November. They even pressed charges with the Italian Police about it.
Then as far as the current event are concerned, nothing is certain yet, but there is a certain chance of an hack. We will report about that when we know it.