"I have had to start going up a penny or two above the ask to avoid partial fills and in a quickly moving market the system seems to hold on to the order long enough to get price improvement rather than grabbing the shares that are a penny higher."
Geez Paula, this is exactly how I feel and experince with them after the merger with Ameritrade, i'm convinced they played the spread, this is the same experience I had with another small local brokerage firm before. I have account in a few brokerage firm, have to say Datek is the best(don't have the feeling of being cheated), Schwab is good too, but too expensive. Haven't try CyberTrade, they're under Schwab now and just reduec commission to $9.95, may worth a try.
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