Subject: Re: study on execution prices by popular brokerages
This has occurred to me often; it occurred last week with APP. It occurs for me about once a month when I try to save by using a limit order. APP went from 363 to 380 the next morning so yes it can cost you if you miss a purchase by using a limit order that doesn't execute.

Sometimes the risk is big. I am up 62% in TPR in two months; if I had missed that by using a limit order trying to save 1/2%? You can see the risk.