Robert Morse gave you a good summary of the rules. If you are talking just about the SPX, as you mentioned your order was in, The COB is first in first out. Market Makers cant even rest orders here, they can only react once orders appear. Straight orders are also first in first out for customers. You will also have priority over MM's as a customer. The only exception is orders filled on the opening which are filled pro-rata based on size (although the COB is still FIFO on the opening.)