On an all or nothing order you will get filled as soon as there are enough shares to fill your whole order.....but I know you already know that. Seems to me that there either weren't enough shares at your price level or none at all to meet your size. So what happened was, someone put in an order below your price that had enough shares to cover your AON. So you got the better price.
Remember, all limit orders are eligible for price improvement.
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