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I submitted a Limit Order to buy shares in a US stock. the price was 3.56.. when the markets opened the price opened at 3.55 and has climbed over 4.20.. Please can somebody explain why my order has not filled?

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Depending on the volume you were requesting to buy its possible the market did not have that available volume to buy at the price you requested.  If upon open you are trying to get in at any price - place a market order which would execute at best price next in queue. 

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