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thanks all. i'll probably be trying a few methods this week on arca & instinet. sounds like trial & error might be my best route at this point.

thanks for the replies. unfortunately i was unable to answer my question(s) at the arca/inet sites. the type of question i'm trying to get answered is the following: i put out a limit order for 100 shares on the bid, get a partial fill (say 30 shares). now i'm left with 70 shares open...

Anyone have the URLs for exchange rules? In particular I'm looking for priority info on cancel/replace orders at Arca & Inet. I've done some digging online but it hasn't been all that easy to track down. TIA

thanks for the reply. occasionally i'll jump around a bit when sizing my position. so assume I currently want to be 500 long, get filled on 472, change my mind and decide to be 400 long. I'm stuck with an odd lot sell at that point, no way around it, correct?

I'm putting together an order execution system and I'm getting down to a few details. I'm sending my listed names to ARCA and otc to INET as round lot limit orders. I should NOT expect to have any partial odd lot fills, correct? I.E. I may get 200 of my 300 filled, but never 237. Any...