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To: john a. who wrote (784)	7/25/1998 11:29:00 AM
From: TraderGreg	Respond to of 906

Which orders get filled first? John, as you say, market orders get filled first. Are you sure it wasn't just the last of market orders? If you had a limit a penny higher and you were the only one they might temporarily raise the ask to your limit price, fill a market at that price, and other markets at that price or lower and then come back to fill your limit. The dynamics can get confusing, but in all likelihood a fill ahead of you is probably a market or a higher limit price that they filled lower or a limit placed before yours(in the time queue). TG