I had that problem one time.  Had huge positions in my 401k in sds and the market gapped down big so I tried to sell on the open.  Took 30 minutes and over 2% before it sold.  When I called them they said the market had not opened until 9:50, but I could have sold them pre-market. That was a costly learning lesson.  Now it appears that if something is trading you can sell it, but you have to specify it as pre-market whether in ib or ameritrade....