For all the stocks and ETFs I trade, when I put in a limit order and watch level 2 at the same time, about 40% of the time my order does not show up at the proper price and size. I get better fills, especially through Fidelity, so I don't really care. It's the MMs not showing their hand or programs front running or buying before I even see the quote.
I have seen the MMs walk OWCP way down on low volume, but other than that I don't have any complaints.
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