XYZ has a market price of $14.20. You want to buy 1000 shares as quickly as possible before the company issues an earnings report, so you decide to place a sweep-to-fill order. To do this, first display the Sweep to Fill order column on the trading screen. Create a BUY order, then select LMT in the Type field, enter 1000 in the Quantity field, 14.18 as your Limit Price, and select the checkbox in the Sweep-to-Fill column to indicate that this is a sweep-to-fill order. You submit your order.

You've transmitted sweep-to-fill order. Destination A offers 200 shares with an ask price of $14.18/share. Destination B offers 400 shares with an ask price of $14.19/share, and Destination C offers 400 shares at $14.20/share. Your order is split up and simultaneously sent to three destinations, 200, 400 and 400, and executes immediately.

Your sweep-to-fill order for 1000 shares of XYZ stock has been split up and simultaneously sent to three destinations, 200, 400 and 400, and executes immediately. Destination A fills 200 shares at 14.18.

Your sweep-to-fill order for 1000 shares of XYZ stock has been split up and simultaneously sent to three destinations, 200, 400 and 400, and executes immediately. Destination B fills 400 shares at 14.19.

Your sweep-to-fill order for 1000 shares of XYZ stock has been split up and simultaneously sent to three destinations, 200, 400 and 400, and executes immediately. Destination C fills 400 shares at 14.20.