Depends on the amount, if it's still fully black then you may not be butning it long enough or shaking it too hard. If it's patially burned then most likely it's what they call Bone or Boney which is kind of like a half coal half slate. That would be normal in todays market but there shouldn't be a large amount of it.
Another thing to note is hand fired stoves do a much better job of fully burning the coal, some amount of what appears to be unburned coal will be present in the ashes from a stoker. This is normal.
Again it really depends on the amount, if you could provide a picture I could give you better info. This forum does allow for uploading images.