Why didn't my order get filled at the Stock Exchange?

• stock market tools
• make money in the stock market
• athens stock exchange

I've been in the stock market for years but there this I haven't figured out yet. There is this stock XYZ.X trading at .40 and say, I have placed an order for it at .30 for 10,000 shares along with 129 others bidding for a total of over a 5 million shares. Lets say, the price drops to .30 and then, what determines who's order gets filled first, next, then and last between the 130 bid splits/people making bids?


Thanks!

Additional Details

Further, how does things happen on the sell side in a similar situation?

Why didn't my order get filled at the Stock Exchange?