Wondering what the group's opinion of AON orders is. Do you do this regularly? How large on order would you do it? How much less likely are you to get a fill when you mark your order AON? Do the specialists have any "disdain" for handling them? I'm still with Waterhouse, trades cost about $10-$12 most of the time. Partial fills are annoying at those prices, so I try to mark most of my orders AON. Usually 300-400 share orders.