Yes or No? I daytrade but am not a scalper. I like to ride positions that are in play. Should I worry about getting the $2 dollar rebate from ECNs when I want to get out or should I just use market orders. I've been using the market orders all the time just to get a fill and get out. I lose the $2 rebate by doing this though and am now questioning whether I should just offer/bid depending on the side and make the market for those 2 bucks. I trade about 100,000 shares a day. Has any one had any fill problems when trying to get the rebate? Is it worth it? You risk that the trade reverses quickly and you may not get out at all. Any suggestions would be greatly appreciated.