I want to see if it is me or it is just slow compared to the electronic markets I previously traded. For instance just now I had my bullet in place and I tried to hit the BMY bid at 23.00 with just 100 shares (size was there) I waited for exactly a minute, trades went off at 23.01 in the meantime, but no sign of mine, so I cancelled. I am routing via ISI (I know this is slower than Superdot but surely not that slow). I am not using NX. My broker provides lightening fills on Island etc, so I don't think it is them. This is typical of most of my NYSE trades. Sometimes there is no fill for some minutes. How the hell do you scalpers cope with this? What fill speeds does everyone else get?