JWatk, I disagree with the aon approach. If MM's want to fill the order they will. If they want only part of the order you at least get something. My brokerage is E-TRADE, if I want to buy a million shares I just put my order in and let them pick me off for my limit or better price until done. I don't get charged any additional commission. I don't think it makes sense to limit yourself. GLTY
You didn't get filled because you are on the bid and not the ask.. I agree with everyone else..An all or none if you are going to ride the bid or on any limit order..unless you are working with smaller blocks...veno