scottrade execution

[WinstonTJ]

You are trying to buy at the bid, not buy at the offer/ask

You are probably putting in Market orders which are allowed to be held for a bit before being executed

You are trading on Scottrade which does not offer customers all ECNs and accurate/legit Time & Sales (or quotes for that matter) so you can't really say/tell what the price is

 

[loufah]

It's hard to check with a high-volume stock with a 1-penny spread, but another possibility is that your order isn't being shown publicly at all. I experienced this with a few stocks at E*Trade. My orders, round lots of several hundred shares, were limit orders placed inside the bid-ask spread, and they sometimes weren't shown at all. I was watching on my Schwab account's level II display as well. I'd only get filled when the opposing bid or ask moved to my limit price.