small, should not matter at all, but was wondering. Is your order way ahead (more than 10-15 minutes?) of the fill? That might explain why you are never sidelined?
Thanks. Some wicked volatility going on today again, an example at 10:42 et, somebody barreled through to buy a break of 57, they mostly got filled at 58-59, then you blink and it lurched back down to 52-51.... this is kill or be killed...