I had that happen to me once on the Canadian exchange. I filled out a complaint form stating all the particulars and told them I had page saved or screen captured the moments in time from when I placed the order, when several trades took place which were inappropriately before mine and that I could make these available in an email if they wished. I also informed them that my U.S. broker could not or would not explain what had happened.

They responded promptly. Not with an explanation (they never explain) but with an acknowledgement of my complaint. Early the next morning my order was filled though I was not home to see what the market conditions were at the time it was filled.

Did it fill in the ordinary course of events or was the broker told to fill my order; I do not know?

For that reason and for the higher trading volume I prefer to trade on the Canadian exchange.

P.