%% NOT so much pay for order flow/you can get market order slippage the other way also,dwriter2. SPY is the liquidity leader/ so you may want to note in your notebook\sell in May today, may not be the best time to use a market order?? And IF you see a see a sell in May today\ good limit order works well. IF i was aiming for a good fill with market order, i may not try it in MAY/on a red 30 minute candlechart \with weekly chart going down. I like market orders sometimes for exits; but my targets are seldom 00.20%, so its really not a market order problem or market maker problem. Good thing you were not trying to exit SPXL................................................
%% True, mr Noah; but weekly+ monthly chart looks much more bearish than your 1.1 day chart. And using your chart\ SPY went lower than open price\SPY went lower than your 5/4/21 close price. AS far as 20 minute delayed, in a good or average uptrend; as other elite noted/may pay to delay for a day................................................................................ BUT going lower than open price/ lower than gap/lower than last days close are also common short term exit signals, unless its an investment or longer term trade.