Well, I'm not convinced of that. I haven't researched this recently, but I seem to remember that if your order is below the Level 2 threshhold, then the MMs do not have to fill orders. If you're sitting at the ask, that's a different story. But for SPs under .50 the bid/ask size is 5000; for .50 to .99 it's 2500; for 1.00 or more it's 500. That's where it gets fuzzy for me, if you're under 5000 shares on your offer they may be able to legally ignore it unless/until someone else joins in the same offer that aggregates to 5000 or more. Like I said, I'm going from memory, but that's what I seem to remember. Also, if you're doing AON orders, that will make a difference, too. AON orders can be difficult to get filled.
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