MICROSOFT MEDIA EMBLAZED

I am heading for a battle with TDwaterhjouse about a trade in BLZ and any advice from knowledgable guys would be appreciated with this one.

This morning i spotted the buy price at 1.24 and decided to buy 5000 for a short trade. I put through my order which wasn't accepted by the market, probably due to NMS so i therefore placed the order to be executed by their dealers. This happened at 10:40.16.

When I viewed the trades for the day i noticed a trade of 5000 went through at 10:40.46, thinking i'd done well as the buy had moved to 1.34. I checked my TDwaterhouse account at 12:00 to discover that they had bought at 1.34 and that they had executed this trade at 11:06 , some 25 mins after i had placed the order.

They are currently hiding behind the " Traded at Best Price " scenario, however i firstly think the 5000 that went through at 10:40.46 was mine and also that even if it wasn't 25mins to execute my order placed over the net is completely unreasonable.

All views would be appreciated, even if negative.

Thanks,

Parkster.