I thought Nymex futures (usual ones at least) using same FIFO as say ES. May be I have hit a mental wall.. but.. I think if in ES say best bid is 1000 and and I place a sell limit order at 900 I will get filled at 1000 anyway (as it is the best available - isnt that what the limit orders are about?). I normally am carefull with trading platforms but today i accidentally clicked on buy column while i was long .. somewhere way above best ask. and the order was filled at the price i clicked.. not best available. cant find anything in the rulebooks.. could someone please explain whats so different with nymex?