Elliott Wilcox at the Winning Trial Advocacy Techniques blog has a great post on “non-rulings” by trial judges:

Using a combination of body language, tone, and other non-verbal behaviors, judges subtly encourage lawyers to rephrase questions or move on to new topics. When you’re caught up in the heat of battle, it feels like the judge has issued a ruling, so you rephrase your question or move onto another topic. In reality, no ruling has been issued, because the judge hasn’t ordered you or your opponent to do anything. A common term for describing this type of action is called a “non-ruling.”

The most effective “non-ruling” judges you’ll encounter are often the friendliest judges you’ll encounter in your practice. These judges succeed at “non-ruling” by drawing upon your inner desire to be a consummate professional, while also creating a congenial courtroom attitude. By encouraging both litigators to just “go along and get along,” they can avoid issuing stern rulings (and also avoid a reversal from the appellate bench). Usually, “non-rulings” will be disguised as kindly suggestions, such as, “Why don’t you go ahead and rephrase your question, ok?” Since you don’t want to stir up the pot, you’re usually inclined to go along with the judge’s suggestion.

The post includes several great suggestions for how to respectfully and gracefully deal with these "non-rulings." New and experienced trial lawyers owe it to themselves to read the whole post.

Let me add a distinction. There are two main types of non-rulings: “move along” and “different question.” They warrant different responses.

Different question” is usually an indication from the judge that they believe the subject matter of your question pertains to relevant and admissible evidence, but that the question itself is objectionable or prejudicial.

In a "different question" circumstance, you probably do not want to prompt a formal ruling from the judge, because the judge will likely sustain the objection yet give you no guidance as to how you should proceed, even if they believe the subject matter is probative and admissible.

The better course here it to stop, think, and find what is wrong with your question. Odds are, you have made a basic mistake like asking a leading or compound question, and by breaking it down and going through the issues step-by-step can avoid any further objections.

Move along” is usually an indication that the judge believes the subject matter you are inquiring about is inadmissible or prejudicial.

In this circumstance, while you probably should initially attempt to rephrase your question (because the court might have misunderstood where you were going), you are probably going to be overruled no matter what you do.

As such, it makes more sense here to illicit a formal ruling from the judge, because you are going to need it post-trial and on appeal. My preferred response when I hear “move along” is to come up with a different question that will telegraph where I am trying to go to the judge. If the judge again tells me “move along,” then I request a sidebar on the record so that I can (1) determine the scope of what the court is trying to preclude and (2) obtain a formal ruling for purposes of appeal.