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Market Order

An instruction to buy or sell immediately at the best price currently available.

Also called: market buy · market sell

In plain language

A market order prioritizes certainty of execution over certainty of price. It will fill, and it will fill now — but at whatever the book offers.

Buying with a market order pays the ask. Selling with one hits the bid. In a liquid instrument that difference is a cent; in a thin one it can be several percent.

Large market orders walk the book. The first shares fill at the best price, the rest fill at progressively worse prices as each level is consumed.

Why it matters

Market orders are the right tool when getting out matters more than getting a good price. They are the wrong tool for building a position in anything illiquid.

Common mistakes

  • Using market orders in pre-market or after-hours sessions where spreads balloon.
  • Placing a market order sized larger than the visible depth of the book.
  • Using them around news releases when the book momentarily empties.

Keep exploring

These concepts are connected. Understanding one usually makes the next one easier.