Yeah, I learned that same lesson- the price on the pinks doesn't bear much relation to the price of ZEX, and trades go by my bid all the time. I have most of my investments at TD Ameritrade, but learned that they are one of the few brokers that doesn't allow direct access to the Canadian exchanges. I just opened an Etrade account, and there you can directly buy/sell ZEX on the TSX. I believe Interactive Brokers, Fidelity, and Schwab also make this easy to do. So if you do a lot of trading on Canadian exchanges, it might make sense to switch brokers, or at least to open an additional account.