I want to buy 20 contracts of a certain option (spread is .80 x 1.20). I bid 1.00 and was filled on only 10 contracts. I have no interest in this "half position", so I give up and put in an offer to sell my 10 contracts at 1.00. But my sell order sits and doesn't execute, and I am joined by other offers to sell at the same price. So I figure, I'll cancel my offer, and just buy another 10 contracts (from those other offers) and get to my initial intended position of 20 contracts. But as soon as I cancel my offer, the others are cancelled as well. A little frustrating that they are just shadowing my offer - they follow me immediately when I post it and cancel it (that's repeatable). So would it be legal for me to post my offer on Exchange A, see that someone else posted the same offer on Exchange B, and then put in a bid (DMA) to buy it on Exchange B? That would seem reasonable to me, but does it run afoul of some kind of market rule? I seem to recall trading with oneself is frowned upon, but here I'd be trading with someone else at a different exchange from where my offer is.