My broker is thinkorswim. I have never been able to get an SPX limit order to fill -- at or even significantly away from midpoint. Because SPX isn't traded electronically, does anyone know if all orders must go through the trade desk? I'm working with ATM verticals and SPY is not an option because the strikes are too far apart for what I'm trying to accomplish. I'm trying 5 and 10 lots, but am willing to go higher if that'll get a better quality fill. Looking at the volume, there appears to be enough liquidity to fill my trades. Any suggestions on how to get orders filled are appreciated.