Swing traders, do you focus on primarily one of these markets, or is NYSE, NASDAQ and AMEX all open game for you?
=== Yes, NYSE,, NASDAQQQQ,occasional options ; amex invented some great products-QQQQ,DIA, SPY; but make sure not to route amex or thier options, too many SEC fines for not honoring quotes. Hope this helps.
For low-frequency (i.e. swing) trading, executions are not very important to overall return, so differences among exchanges (which are primarily execution-related) would seem to be unimportant.
Both of those answers help me. My aim was to stick to reputable small-caps in both the NYSE and NASDAQ. I feel comfortable going forward with this, taking the angle of 3-4 day swing trades. Thank you very much for replying! (I'll still listen to anyone else's input)