Getting filled right away

Where was the order routed, and were there any other bids from that route at the time?

For example, if NYSE was the only venue at the inside bid, and your order was routed to ARCA, it's entirely possible that someone chose to hit you on ARCA for an instant fill instead of sending it to the NYSE, where they might not get filled.

 

Hidden Island or hidden Brut perphaps.

 

the order was routed to brutdot and not sure if there were any others. The fill was as soon as I hit the enter button though

 

you could be the first to hit the bid as many may have offered below...