Can anyone give me some insight on routing and market makers?
I am using TOS (ThinkorSwim) and submitted a multi leg contract that has a limit order on it using SPX which has gone unfilled despite the order meeting the limit (I also tried the same order on SPY with the same results, although the system accepted a single buy call order).
The order was accepted by TOS, e.g. meets margin requirements, strikes are fine, DTE is ok.
I have traded this on demo accounts with no problem but the…