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I've just started using IB and am generally very pleased. However today I put in an order for 100 shares and got 20 before the stock ran away from me. Is it possible to require that orders be filled totally or not at all? I can't find any reference to "all or none" in the manual.

I'd like to use eSignal as my data feed and am considering various brokers. I'd be interested in any experience that folks have had in this area. Which brokers integrate best? Is there a big disadvantage to using an unintegrated broker like Datek? Which brokers give the best value and...