I've had a GTC order in to buy 500 shares of XYZ for several days now.
This morning at like 3:55am, I got a partial fill... of one share at my price. Now the instrument is trading back up, way off my bid.
Hah. I guess, shame on me for not putting the AON qualifier?
Does anyone know to what extent AON orders may be de-prioritized by a broker (IB) or by the exchanges for resting limit orders on equities?
Resting limit orders are just an invitation for abuse. The 1-share was just poking around to see if you're real or one of them.