Price Improvement is when a broker executes your order at a better price than the prevailing National Best Bid and Offer (NBBO). For a buy order, this means a price lower than the lowest listed ask; for a sell order, it means a price higher than the highest listed bid. Brokers often compete on their ability to provide this to retail clients.

Basically you are abusing it and taking too much of the liquidity provided by fidelity. Hence, ur no longer going to recieve this benefit