Since then, I've spoken to a Fidelity representative in the International Stock Trading group. It is possible to set up a market or limit order in Sweden (in SEK) and trade AMAVF shares while both markets are open. There is a $50 fee on top of the regular $7.95 commission per trade. If the trade is GTC and doesn't fill on the day the order is placed, there is an additional $50 fee on every day that a transaction takes place. I haven't done this yet but may in the near future.