So I have been trading at Schwab using market orders only in quantities of 1,000 to 2,500 shares usually trading AAL and HAL. I had been getting exceedingly good execution consistently since July, then at the beginning of Feb in my taxable account and today in my Roth it's like I got put in "price improvement jail?" I trade a lot, approximate 500-600 round trips per day. I usually only go for a penny, sometimes two. Trading 20-45k I've been averaging $1,700 to $2,000 plus per day. I do it by evaluating the level two screens, taking into consideration market maker/institutional head fakes. I have quite a bit of trading experience and like to keep things simple. My strategy depends on price improvement because if I'm wrong I get out and take very little to no loss. But when I only buy at the ask and sell at the bid this strategy doesn't work. They're still letting me trade and I've received no notifications from them I've done anything wrong. I'm assuming this is Schwab and not the market maker? I'm also hoping this is temporary in that this is an effort by them to ensure more even distribution of price improvement going to other investors? Any info other experiences you've had would be appreciated. thx!