If I did that, I would be financially raped by my broker.
They charge a Min of $29 per order, so, for instance I have an order in for 250K at a penny GTC AON.
If it gets filled, cost would be around $100, $29 min and a fee based on share count and price.
Man, he would buy my shares (if he is nice) at 1000 share increments and charge me 250 x $29 and share count and price fee and would not even Kiss me!