RJ, the shares going off under your order were most likely picked up by the MMs...remember, they can buy stock lower than what you cna for, unless you use an ECN to enter your order...but, I don't know much about ECNs, I don't know if your buy order has to be matched by a seller user an ECN or whether the ECN you are using will compete with the MMs for buying up all sell orders entering the marketplace.