It's been so long since I've actively traded that I'm trying to remember if buying at the bid was a full-service only feature or whether I was doing that online. It could very well be that I'm remembering the conduct of the full-service broker and thinking an online broker gave me that kind of service, but I could be mistaken. Especially since some online brokers (including ones I was using) had commissions on cheap stocks that were as high as or higher than the full-service one.