I don't have my level II open but was the bid at .0002 when you put your order in? If you were trying to sell it at the ask you are not always guaranteed that it will sell even if you see orders going through at that price. I am guessing that it was at the ask price and that is why it didn't fill. If it was at the the bid price and you didn't get a fill it could be that you were using an aon.
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