my limit order did not get filled even though my bid was higher than the ask . I will be contacting ETRADE to find out how this could happen.
Maybe someone felt sorry for you and didn't want to see you lose your money.
Also, why are you using ETRADE? Just asking. What do they give you that someone like Scottrade can't provide cheaper?
At what time did you place the limit order? AND are you looking at the tape in real time (Yahoo is delayed 15 minutes)?