Jabprat: You need to get a direct access platform. The web-based platform is useless if your going to be daytrading. Its not setup for that. Check out harmontrading.com...they use a Das Trader software, which is pretty good. It makes no sense that you didn't get filled with that volume. I sold 10k shares around that same time with a limit at 1.11 and it filled within seconds at 1.165.