If you put up the time of order entry, destination it went to, and the time and sales, it may help on determining what had happened w/ your order. Otherwise this whole thread doesn't say much on why you got traded thru.
The ONLY question is: What can you do about it? The answer is precisely nothing. You will never even be able to get enough information... To have a case... Let alone the resources to take something to NASD Arbitration. Even if you got that far... They would just settle with you for $0.40 on the dollar. It's always WIN/WIN for your broker. If you are a retail trader or small firm... ALL YOU CAN DO... Is trade stocks where you will get screwed only occasionally... And absorb the "slippage". You said this happened once in a 1000 trades. And you are complaining? It's probably actually happened > 100 times... But you haven't noticed.
For those of you that still believe in the Tooth Fairy... Please read the last paragraph: "But the SEC has also allowed exemptions to the modified trade-through rule--too many, according to Selway. There are already exemptions for derivative trades, benchmark trades, stopped stocks and print protection, he says. "If I have a prediction for NMS, or the trade-through rule," Selway says, "it will continue to be whittled away by exemptions until it's essentially meaningless." Repeat... "meaningless". http://www.tradersmagazine.com/issues/20_275/100123-1.html