Hi, This question has puzzled me for a long time.. It happens quite often in thin stock, like OTC. For example, I set a limit order to sell at $0.15 for 100 shares (just a example) (not an AON order), later I found a transaction happened at $0.2 for 100 shares. So why my order was not filled (at leat at $0.15) first? I think it boil down to the determination of priorities of limit orders (and market orders) and how a transaction price is determined with multiple market participants. (Maybe another trader was selling at $0.14 so her limit order had higher priority than mine. But still in that case how $0.2 was decided? by whom?) Thanks.