buy orders - are they real?, page-22

Greg, I have had similar experiences as you with some
of my orders fulfilled immediately while all those in the queque remained unchanged. the explanation from my broker was that there are occasions when the orders can be fulfilled by the broker " in house" where they can match a buyer and a seller on the spot without having to join the rest of the crowd.
I once had an order partially fulfilled immediately and had to wait till the next day for the rest of the order fulfilled, while so many other trades continued during the day. I thought that with my partially fulfilled i would be at the head of the queque. but it was not so. the broker explained that i remained at my place in the queque for the partial order. the order that was fulfilled immedaitely was done out of queque. hope it makes some sense. your broker may be better able to explain why sometimes an order gets fulfilled immedaitely while others in the queque remain as they were.