Concerning Scottrade, I tried to buy when volume spiked over 100M, and received the message I need to call my local office. I did, they executied the trade for the Internet commission rate and that was that. It was lifted a day or 2 later.
They also have a restriction on money deposited into the account about not allowing purchases of stocks less than $4 for a few days. I have a "margin account" and still am subject that that hold. If I sell another stock, those funds are immediately available to purchase under $4 stocks.
Understanding these nusances, I still like Scottrade a lot.