MrSparks: I actually remember a conversation I had with an Etrade rep once about the same problem. They said the MM's in pinkyland can choose to fill an order or not, completely up to them and Etrade couldn't do anything about it. I'm not sure how true that is, but it was one of the final straws for me. I had similar problems with Ameritrade so if you look for another broker that might be one to stay away from as well.
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