One possible explanation could be the "velocity logic" mechanism in CME, then likely the stop orders with protection were not filled if your market moved that much.
In theory you could see that if you look at the generic tick type and try to detect the market state transition (Not Halted -> Halted -> Not Halted) around the time when your order should have filled. Just an idea.
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Also how many NQ lots did the order have?
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