I'm having a frustrating experience with using limit orders on TWS for US Treasuries. Today I was trying to sell an existing T-note (price ~$105.15, order amount ~$2 million) with a relatively narrow spread (0.01-0.02). So I placed a limit order at the midprice since the midprice frequently seems to end up being the Last price, but I was not able to get the order to fill. I then updated the order's limit price to well below the midpoint multiple times but still no fill. Several times, I even saw the bid fluctuate and exceed my limit price but still none of the order had filled. For comparison, I also submitted a market sell order for a small amount and it filled at the bid price. Am I doing something incorrectly? I don't have this limit order issue with trading ETFs or stocks but am new to bonds (and unfortunately there is no Adaptive order option for bonds). I don't want to pay the entire bid-ask spread on a one-way trade, especially when the Last price seems to indicate that orders are often filling at the midprice. Thank you.