Water is a rather strange substance. With most substances, the solid phase is denser than is the liquid phase. This is not the case with water. Ice is less dense than liquid water. A side effect of this effect is that liquid water very close the the freezing point is less dense than is slightly warmer water. That very cool water sinks.
Liquid fresh water achieves its maximum density at a temperature of 4 °C (40 °F). This means that a pond or lake cannot freeze until the entire body of water is cooled to 4 °C. Only then can the upper surface of the water cool to below 4 °C, and then eventually freeze.
In addition to the water itself needing to be cooled to 4 °C before freezing can commence, the water-saturated ground beneath the pond has to be cooled as well. Until then, that warmer ground will transfer heat to the pond and keep it from freezing.
How long it takes before a body of water to first start freezing depends on a number of parameters. These include the size and depth of the body of water, the nature of the ground beneath the body of water, the weather leading up to the cold weather, and windiness. The question doesn't mention the depth of the pond, but it's only been below freezing in O'fallon, Missouri for about 24 hours, and temperatures had been quite balmy before that. That 24 hours span of sub-freezing weather is more than enough time to freeze a small puddle, but certainly not a lake, and probably not even a pond.
The question also mentions that it's windy. For a body of water to freeze, it needs a cooler layer of water atop the 4 °C thermocline. Winds act to keep the water well-mixed.