Market short orders

If I submit a long market order to buy 100-200 shares, I generally expect it to be filled within, say, 10 seconds in 99% cases. This is what usually happens and I think there are even rules about it.

What about short market orders?
What maximum execution time should I reasonably expect if i submit a request to short small amount of shares at market price?
Are there any rules?

I am inclined to say that probably you should always define a limit on short orders, otherwise you will be filled at any time and any price your broker finds convenient.
 
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