had many many market orders frequently go through the Bid & Ask on Nasdaq with a big Direct Access brokers. Infuriating, you pay $.005+ECN fees or as high as $1.75 a contract(I pay $0-.50) only to get screwed while PFOF stayed inside NBBO like Fidelity, Schwab(Before TD), TD, Etrade. No more (300-1,000 RTs), no more broker fluffing if you get a worse fill than Schwab.