I get the NITE complainer too... Thankfully most stocks trade on auto pilot and they don't have a NITE trader working it. When they start crying I just leave that stock alone. CHDN ditto...
But NITE trying to shut us down is total BS. There are no rules saying you can't split two orders into smaller ones. If you buy 9,000 shares you can buy 100, 500, 1000, 4500 or 9,000 at a time. But they do cry as that $100 you make is $100 NITE trader can make and get paid commission. We are their competition so easiest way to beat us is shut us down. I like their reasoning for their ability to do that too. "Routing to NITE is not a right, its a privilege" F em. I try to use AUTO and UBSS more so they don't get my flow.