We get it, you don't understand what happens when a broker's interest aren't aligned with yours, especially when the broker isn't honest and upfront. "if the overall execution is the same or better." is the key here, you have no idea if a broker who showed your order to everyone willing to buy would get you a better price than a broker who only showed your order to their subsidiary. But common sense and a venn diagram would tell you that you'll get at least the same price by showing it to everyone and potentially a better price. There's a pretty well established body of research that shows that brokers profiting from order flow is detrimental to that broker's customers. And I'll happily show you a bunch of brokers who don't brag on investor calls that they don't sell order flow while effectively doing the same thing by directing order flow to their subsidiary. In fact almost every other broker in existence. Not sure wtf the talk of Cadillac's was about, but we'll certainly have to agree to disagree about what constitutes honest and forthright behavior.
I see market orders get filled all the time inside the quoted bid/ask. How far inside depends in part on how widely disseminated your order is. Again this has been widely researched and is a pretty universally accepted truth, that's why compensation for order flow is a thing brokers either don't do anymore or try to hide if they are still doing it.
If you want to get filled in between , then post in between A market order puts you at the mercy of the market. Its a gamble.
It's a gamble with better odds at a broker who isn't compensated for order flow. We both know there are times that a market order is the only way a strategy will work. Why would you willingly pay more than you needed to in such situations, that's just irrational?
I have exactly the same problem, it only happens to one option (I only trade a few though), the problem is persistent, it's been like this for two weeks. I don't think it's a data feed problem, after I subscribed all options data feed, no changes. As the option I trade is very cheap, the bid/ask is $0.15/0.30, it doesn't change no matter what I bid/ask. I bid $0.2 several times, always filled immediately.