Hi Steve, "Bob, can a brokerage be instructed NOT to do that ?" -- I don't think so -- Supposedly, A "market order" submitted AFTER 9:28 am of the active day will not be treated to the cross open stuff. Other than that, I think a limit order is necessary, or change of brokers.
Honestly, that is a question that I didn't think to ask. I will when I get ready to try something again, I am still licking my wounds, or I would be buying you dinner.
bobjack