Are you getting bypassed on your orders for MMEX? I am about to call Susquehanna LLP, where the lilliputions reign to see why they keep doing this to Etrade customers. I NEVER had this problem in the decades I have been trading, even with Scottrade, who Etrade couldn't hold a candle to them before they were bought out. These MMs are the worst and Etrade is letting them get away it, so they suck just as bad.