Kind of new to trading. I use TradeStation and trade "citibank" in block of 10,000 shared and just found that for orders using their default "intelligent routing' the orders actually get sent to a market maker of their discretion leading to severage slippage due to time lag ( 7 minutes to execute a spread of 0,01 difference between b&a. I tried routing through ARCA and other ECNs but their execution time was not much better. Q- Looking at the market depth, how does one know which is the best ECN for execution assuming that they all have ample volatility of the stock. Al.