I think there two possibililties:
1, cause all day there no bid price equal to 26.52, that mean no body post this price, if Knight didn't place my order in the right reginal market, MM, or ECN where, matched 26.52 or 26.53, I had no chance to match.
that is ok, the nasdaq market system,
2, Knight mishandle my order, they didn't post my limit order out, it's illegal. That I had changed price for sevel times, one of the TDW,sales told me maybe MM get upset, and delay my order,he said sometimes ,MM call them for customer changed too frequently.
that day for this order, I loss seval hundred bucks, and I want to make complaint to Nasdaq.
but it's difficult to find history of bid prices, match time,did someone know it,pls let me know, thanks.