I've never done it either. How is it necessarily easy to find out?
I even spoke to the supervising broker at Ameritrade and he said he's never heard of it except for forex trading and if you know about that it's quite a bit different than trading on the stock exchanges.
It might be possible for a proprietary trading firm to allow up but 99% of us can't do it.
I even find it hard to believe a prop firm does it unless we have some confirmation.