Well your broker chooses to route that order to its market maker, unless you have a broker that allows you to pick the mm.
I am aware of a third party who, against my advice, had no problem being filled on the day in question at .001 on a day limit order via E*Trade, which executed in chunks throughout the day. If he didn't get filled on that day, then his broker routed the order to a lame mm, or didn't route the order at all.
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