On July 19, I placed a Good Til Canceled order for 1000 shares of SNDFX at $1.40. On July 29 SNDFX traded at $1.39 and the order I placed was never filled. Scottrade says that 440,000 shares were ahead of mine and why it wasn't filled. How can a trade be made at a lower price without filling those orders above?
Most likely, the trade at $1.39 was a sale at the bid price. The ask was probably at least $0.05-0.10 higher if it was changing rapidly. I bet the lowest the ask got was more like $1.44 so your order would not have executed.
It may have been moving so fast that it went past your 1.40 limit. Next time try and go .02 higher on the limit and it might get filled. I have the same problem with Ameritrade but when I have jumped .02 ahead of the bid mine ussually get filled.