i thought only AMEX can steal from me. now i lost money in NASDAQ too. i don't understand how this is possible. on NasDaq, the bid is 0.64 of 2k and ask is 0.65 of 5k. i placed 10k bid at 0.65. no fill for 20 minutes, no show on L2. i canceled it and reenter it. same thing for 20 minutes. then i thought, maybe because my order is too big? then i changed my order to 5k shares, it get filled right away, then i put another 5k 5k 5k 5k 5k 5k shares, all got filled at 0.65, so i end up buying 30k shares at 0.65 with 6 orders. what i don't understand is who is holding my orders to be placed? my online broker or some automatic trading system, automatic floor trader?