It matters much more for large orders, but there's always some additional risk with a market order regardless of size. Depending on your broker, they may have

It matters much more for large orders, but there's always some additional risk with a market order regardless of size. Depending on your broker, they may have built-in safety mechanisms for market orders. I use Fidelity and they have a price improvement feature. They basically execute your order at the best possible price available at that time.