I'm interested in submitting a buy order (for example) that will submit a limit at whatever the best bid is (peg the bid). I can do something like this at IB, but instead of specifying a peg on the bid I peg with an offset from the offer (so it will submit a limit order to buy at offer - offset). I've noticed when I do this that there are others in the market who are pegging just inside of me---they're pegging to be just inside the best bid. I know I can do this at my day job (at a large fund) but haven't seen this capability for an regular-sized individual. Anyone know of a brokerage that offers this kind of order? Thanks in advance.