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cintrix

11/06/15 9:12 AM

#4222 RE: Sheeple O Plenty #4220

And I have seen the complete opposite of that where a small order filled first. One reason why there could be a fill in front of an order that you already put in is because it could be a market order and they have priority over limit orders. When limit orders are in, they are supposed to fill them on a price time priority - which means once the price hits the time stamp should come into effect, not the size of the order.