http://fragmentation.fidessa.com/fragulator/ http://www.institutionalinvestor.co...racker-Clears-Fog-Over-Fragmented-Orders.html
I daytrade a lot in stocks and this information is useful for me. Will be thankful if someone points out more such tools. btw the institutionalinvestor link does not works at my end. Shows a vid for few seconds and redirects to home page.