Short fill on sp500 stocks

[NanoTick]

I'm wondering if anyone can tell me about short order fills on activitve stocks (e.g. SP500). Specifically,

what's the typical fill speed for an order size of $50K, is it comparable to long orders of the same size?

What percentage of the orders never get filled?


Thanks

 

[NY0BScalper]

Quote from NanoTick:

I'm wondering if anyone can tell me about short order fills on activitve stocks (e.g. SP500). Specifically,

what's the typical fill speed for an order size of $50K, is it comparable to long orders of the same size?

What percentage of the orders never get filled?


Thanks

Why would a short order take less time to get filled? Unless your order is so large that the depth of market within your defined range is too small (very unlikely, especially with $50k...) the fill should be instant.

 

[NanoTick]

Quote from NY0BScalper:

Why would a short order take less time to get filled? Unless your order is so large that the depth of market within your defined range is too small (very unlikely, especially with $50k...) the fill should be instant.

I didn't expect it take less time to fill. I was just wondering if the fill speed is comparable to long orders of the same size. I'm only talking about market orders.

The last time I did substantial amount of shorting was prior to the removal of the uptick rule. I'd like to know if this has improved the short order fills.