I've had several instances where 10 minutes after market opens (9:40 ET) I'll send in a market order for an ETF (today was KCE) and TWS just sits there waiting and waiting and the f%^&*ng price keeps moving 10, 20, 30 cents from me and it won't fill! This never happens after 9:45-9:50ET but in the first 10-15 minutes of trading. Again, it's *market* not limit order but it does not execute. I cancel and re-enter the order but it still does not go through! Maybe 5-6 minutes later. Pisses me off and it's happened several times in the last 2-3 months. Had it happen with symbol XME as well a while back and it cost me too. Anybody else can confirm this problem??