I agree with @bibince that you should probably use the syntax " for(var i = 0... ", but there is no reason why your chosen syntax should not work unless you have done something strange in all_auction_ids you create all_auction_ids How do you initialize your array?
Arrays in JavaScript are just objects with a special auto-increment function, but in reality they are not much different from an anonymous object. Try this on Firebug:
var a = ['a','b','c']; ad = 'd'; for(var i in a) console.log(i, a[i]);
or paste this into your address bar in IE and press enter:
javascript:var a = ['a']; ad = 'd'; for(var i in a) alert(a[i]); alert(a.length);
EDIT:
I doubt this is your problem, but do you have the same problem if you use:
var all_auction_ids = [];
but not
var all_auction_ids = new Array();
If this does not help, can you post a little more of your code to give us a better idea of ββhow you populate all_auction_ids ?
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