SunSeeker,
I had an order yesterday for MLORF @.088. It traded under .09 for quite a while and finally closed at .083, and I didn't get filled-go figure. Complained to TD Ameritrade this AM. They contacted marketmaker, he had several excuses. In my opinion he was "blowing smoke". .005 is 6%. Can you imagine if you had a sell in for a $100 stock and the market maker sold it for $94 rather than $100? Something funny is going on.