With TDWaterhouse I have the choice of setting my buy or going market price. If I dont fix my price they can fill my .0002 order at .0001 if they want and if I go maket they can fill at .01 if they want. What I do if I want to paint is set my buy online and the call talk broker and give them special instructions. That way I can request a .0002 fill only but still get my internet trade price :) I know it sounds cheap but 29.95 compared to 49.95 is a big difference. I dont have L2 so I guess if there was no ask above .0001 thats why i didnt get a fill or the mm's didnt want to put an order through above the .0001 mark. Pure speculation on my part as to why it didnt fill but I can say that this has worked for me before in other symbols. I will do the same tomorrow when I get a chance but I cant renew historical orders so I will have to wait till open.
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