I am with a broker called Tradezero and I tried shorting a stock at 3.52 but it went down all the way to 3.33 before it got filled at a price already to low to short. This only took about a couple of seconds. It seems whenever there is volume spike my order gets filled late. Is this market maker trick or is my broker just not fast enough and loses priority to other routers? They use something called smart route. I am not sure if that is common or unique to them. This is a huge problem for me cause I tend to trade momentum breakouts on volume if my broker keeps doing this I figure I'd go broke.