When you use an AON order you are asking that it be filled by one Market Maker and it could take time, be filled right away or not filled as they move the bid and ask around your order.
I don't know what you have to watch stocks but if you do then you know there is a bid size and ask size shown for each market maker or on a level one screen. This simply means they must fill at least 5000 shares of any order that is offered to them whether its a sell at the bid or an buy at the ask or anything in between that or outside that.
I use nothing but LIMIT orders and most smart traders do because it means fill me anyway you can. It could take one Market Maker to fill your order or it could take two or more. They could give you 5000 shares and then move the price away from you but then it could also come back and fill you as well.
If you have a reputable broker and you were to place your buy order just above the asking price then they should try to get you best avaliable price and that means if the stock is trading below your order price then they should fill it at the lower price if they can or they can give you a partial fill and then fill the rest at the price you put in for.
When you are trading the market know what your options are because they become your tools.
And if yer a tradesman or woman then you also know that the job you do always depends on the tools you have in your bag.
The better the tool the easier the job and the better the quality.
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