My thought is they are loaning your shares out, you have a large block which I am sure is a moneymaker to loan out, like I had said earlier have ameritrade and looked at scottrade and the fee structure was worse than ameritrade. I am sure there are a few differences that make scottrade a plus but I would say whomever holds your paper should at least let you place them for sale at any price at any time. If they won't get rid of them
TDA is the best I have found. Level 2 is free and I can sell at any pps I want. Easy to set up an account and you can transfer your shares to them. They are very helpful. I have used them for years.