I've only been trading a short while and would like to try day trading. I'd like to know how the actual trade price is determined on an electronic futures exchange. If I enter a market order to BUY - does my trade get filled at the current "ask" price? Viewing buy and sell prices on quote.com, there is a fairly large range at times between the bid and ask prices, and the actual TRADE price can be at either the ask or bid or somewhere in between. How do I get my orders filled at (or fairly close to) my target price?