If you are buying below market or selling above market then use the LIMIT order. If you are buying above market or selling below market then use STOP order. A stop order can be a market or a limit order.
Sorry I don't know how to do multiple quotes but anyway. So what you guys are saying is that I can put in an order like this: For example current market price of AAPL = 204 I'd place an order of 100 AAPL then stop price is 205.1 (meaning this order will trigger here at this price) Limit price is 205.2 (the order wont be executed for more than 205.2). If I make a limit price equals stop price then it will also work. However I can get AON option, and it will be a drawback on my end. Is there a way to get this done at my price and AON?
How many shares are you trading? I guess if you're trying to buy blocks of 100k, you might not get an instant fill, but with something liquid like AAPL, you should be pretty much good to go without using All or Nothing.