In certain situations I use a lot of Market Orders because the stocks are moving frantically and limit orders just sit. There is so much depth I don't worry about getting bad fills. IBKR keeps reminding me to use IBALGO to avoid getting a terrible fill. After 1000s of trades the only bad trades I get are often from certain Online Free Brokerages that print my option fills some times at prices higher than Time and Sales. The worst come from BOX, funny but no big deal on tiny lots of 10. I never use Market Orders on anything above 20 contracts and really none on ill-liquid stocks or options. 5000 shares when the bid and ask have 15,000 or more I have no problems getting filled.