Been doing a lot of educating myself on day trading... have only done a modest amount of trading of 100-share lots just to 'get my feet wet'. Now here's a question: I can easily see 100, 200 and 300 share orders being filled completely, but what happens if I am going to do 1000... 2000... 3000 shares? Will a 3000 share order get filled in total or will I have to suffer through many partial fills? What quantity is a 'safe' number to always get a complete fill? I realize this question has many facets... depends on the stock, the ECN, market momentum at the moment of the order, etc. Thanks!