I would like to start a thread here about traders' experiences using the BEST or (BEST-ECN) feature of IB. My experiences with this have not been good so far but I would like to hear what others have to say about it. The BEST feature is supposed to find you the best price in a timely manner. In theory it will go into the market, search all ECN's first for the best price or if an ECN is not available, SOES an order to a market maker. No pro trader I have talked to would ever recommend this type of order execution even to a beginner. So let's hear from you about your experiences both good and bad. I will post some of my own here as well.