It happens all the time to me, and I am paying bug price on this. Someone please help. For instance, UIS, bid/ask is 1.65/9000 and 1.66/12000 I sent a limit price buy order of 20000 shares at 1.66. it filled 12000 shares, and 8000 shares unfilled. Now level II become 1.66/24000 (my 8000 shares biding plus other biddings), and 1.67/32000 There are lot of transaction price at 1.66, but why mine 8000 shares bidding is not filled? My 8000 shares bidding should be the first. Please help.