The problem with that, is that you can get ripped off sometimes. Had it happen years back, when I asked a Fidelity rep why my order wouldn't go through for several weeks, yet others of the same size and price repeatedly went through, on some Chinese stock. Well, at his suggestion, I removed the AON and "dink", I was sold only 20 shares of the thing, when I wanted many thousands. So, that caused me a full transaction fee for the day, yet I only got 20 shares. Fidelity apologised, but that didn't get me all my shares or commission back. It only taught me a "lesson"........But I know what you mean. I have removed the AON on some since then, when "desperate", and it has worked luckily.......But there's always that chance you get raped, by a MM.