The fills that I am getting are terrible

lol, you talk about slippage like you're entitled to the price you see.

You're using the same signals as the other guy to get out and missing the print.

You can easily get any price you see, just be the first to take it. Not the last.

Or trade a $1 stock with 200k bid/offer each side, you probably wont get much slippage .
 
Quote from stock777:

Hey Don, whats the slippage on BRK.a, thats a popular OO.
More...

Now, that would be interesting wouldn't it. You would need Buffett's kind of money just to enter the orders, LOL.

Don
 
Few days ago I had a limit ask order at .49, saw prints at .50 and .51 going throug, but my order wasn't filled.

These co-located pro's are so smart..
 
Do not rely on IB T&S to investigate your fills: IB data feed is a complete joke. It has the tick compression and gets broadcasted every 200ms or so.
 
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