Which platforms give the best fills for limit orders or are they all the same? Do you simply go to the back of the queue when you place a limit order and move up as buyers/sellers hit the bid/offer? Do institutional traders/firms get preferential fills (even though this must be illegal!)? I am going to use one of the following brokerages: Tradestation/IB/Inifinity (AT platform). Would be interested to hear your thoughts on the fills of limit orders.