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There are alot of variations when using limit orders. I use TD Ameritrade as well and I have never had a problem.
Some factors to consider are whether or not you are trading after hours (this is an option to make your limit order live during this period of day), are you trading penny stocks (basically what how many shares are traded), and if the price is actually being hit.
It is easy to enter these trades wrong so I can see how it can be frustrating.
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Blain Reinkensmeyer
Elite staff member, stocktradingtogo.com
Community manager, covestor.com.
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