With booktrader it is possible to buy on the bid and sell on the ask as the platform is set up to do this. By left clicking on the bid a limit order is activated at the current price and, unless the price is moving fast as in a breakout, the order is generally filled, especially if you enter just before the move.Mr. Money Maker
I've never been able to buy at the bid or sell at the ask, but it's a nice dream to have. If you are able to do so I would like to hear about how you do it. As a rule of business a broker will only fill buys at the ask and sells at the bid. If you create a limit order to buy at the bid and it fills it is almost surely because the price moved, at least momentarily, and the ask dropped down to the former bid price.
My quetion to interactive brokers, was can i set a stop limit order above the current price to buy on the bid or do i have to use a limit order at the current price?