In your described scenario there would have to be infected blood in the needle and it would have to get into your blood stream. Unlikely.
Get tested if you are worried. That's the only way to be sure.
Sorry but at this point the ER room isn't going to be able to do anything for you, and will likely never be able to help you. Wait 60 days or so and get tested, I think the actual time frame to wait is 6 weeks but I'm not certain. Call a triage nurse at any hospital, they will know. If you don't want to spend the money to get tested you can do one of two things. Go to the nearest Harm Reduction Services and get tested or go to a Red Cross blood clinic and offer your blood for free. They won't take your blood if you are infected but you gotta wait, don't go too soon. See link below. good luck
If the needle penetrated your skin, you should be tested. However, it sounds unlikely that happened. Please do NOT donate blood to find out if you are infected. There is a tiny window where your blood will look uninfected when in fact it can transmit virus. That is why the blood supply is still not 100% safe. Many health departments are doing free antibody screening and Walgreen's in 9 cities are also doing it. Look at Chronic Liver Disease Foundation to find the Walgreen's sites. There are 5 in NYC.
I didn't feel the needle go through my sneaker and penetrate my skin. I just felt myself step on my syringe. So would you say there is low probability that I shouldn't really worry about it?
If it didn't penetrate your skin, then there was zero chance of blood to blood transfer. Forget about it.