I hate etrade. I will never use them again. I've had many similar problems like the one you just mentioned. Their customer 'support' doesn't give a crap about you either, not that many other brokerages are much better.
Just to confirm what the earlier posters wrote, for the much of the second 15:36:36, the best bid on X appears to have been exactly 40.71, which is what you got. A significant majority of the shares traded with the timestamp 15:36:36 (comprising many trades and over 3000 shares) were also traded at 40.71. My conclusion is that you got a price at the bid rather than below. It seems to me that your broker seems to have given the exact price they should have. As I said earlier, use a limit order if you're concerned about these issues. In fact, I think that everyone should use limit orders all the time, provided the broker isn't charging extra for them (nor should they, IMO).
Check to see what ECN was bid 74 and check to see if self help had been declared against them at the time. I'm guessing there was just a stuck quote. Nothing shady.
One time on E*Trade I placed a limit order to sell, and by the time I submitted it, I could see the bid was higher than my limit. I got filled at my limit. I called up to ask why this happened, and the agent said "you got filled at your limit price, what's the problem?"
Google "NASDAQ Market Replay" There is a free tool that will display the detailed trade data along with the order book for the given point in time. It only goes back a few days and the free version is limited to a couple of requests a day.
FYI Etrade does not provide market data from all ECNs. Also E*Trade's execution is very slow. Furthermore, MM's aren't required to provide best execution 100% of the time. IMO you could gather all the facts, call etrade and probably get the few dollars. It is possible that the .71 quote was not part of the data feeds that etrade provides.