I borrowed ROSG 400 shares in the morning at 8 am and set limit sell price at $10. At around 10 am, I modify the order to market order. But it seems the original order is cancelled and the new market order does not go through. The borrows is gone. I chat with the customer service and they said it is possible that the borrow is allocated to someone else. It is strange since I am using market order. If there is no shares, thinkorswim will reject the order. So I assume no one should try to borrow during the time of computer modification the order. Unless they have a waiting list? I do not know what's happening in Thinkorswim. Anyone has such experience and know the exact reason? Because I think it is OK to set a higher sell price first and later set a lower price to execute.