Two things that happen with TD. Sometimes they will hold my limit buy as their view and order back log says the market is headed lower giving me time to pull my limit buy. The 2nd thing that happens is there is a backlog of orders at the level you are buying yet they are waiting for more shares to fill at that level so do not let the market move. You are then relegated to wait your turn in line. 3rd you are last to be filled behind the covering that is going on and other Institutional buyers.