2 limit trading execution inconsistencies I’ve noticed. Several times now I’ve placed a limit sell order on an ETF with low trading frequency (maybe trades execute only 10 to 20 times per day session). The ask price will be stagnant for a long period with no executions - sometimes an hour - until my limit sell order changes the “ask” price instantly on all of the real time quote tools I use. So it looks obvious I’ve created the lowest “ask” price order, and the time stamp on my order should be first in line, because my order changed the ask price that had been stagnant. But 2 things have happened next: 1) Later that session the ETF trades once or twice at exactly my ask price - but not my order! How can that be?? My order seemed obvious it was the one that changed the ask price on RTquotes - it had been stagnantly higher until my order lowered it! So what happened to my “time stamp” for the lowest ask price?? I’ve had that happen and later the price drops and I missed out on a much better trade that I thought I had the best price on. Seems rigged somehow. 2:) The other scenario that happens frequently is that my limit order sets the ask price, and then minutes later the fund trades at a price at tiny fractions of pennies lower than my limit ask price. My brokerage firms don’t let me trade at fractions of pennies, but others seem to have this ability??? It seems like that should be standardized throughout the exchanges. Again, this seems to be rigged against some individual traders or their brokerage firms? All this tells me to avoid funds with low trading frequency, but it still doesn’t seem right, the time stamp priority seems to be rigged on the exchanges, and some have the fractional penny advantage. I’ve had this happen on several large trading platforms - Vanguard, TD, etc. Am I alone on this?? Thanks in advance for possible explanations.