How to file against a company ...

[Icaru]

I purchased something online from a store in Madrid. Sent them a bank transfer, they confirmed receipt. But they never sent the merchandise and now say they can't find my order or customer number in their system.

Where can I file a complaint? In Spain, is there something like Comsumer Protection or Better Business Bureau?

Can I ask my bank to request that the money be returned?

Thanks!