Thanks.... just one question; what is the benefit of selling on one of the ECN's as opposed to directly on the nyse?
You need to consider that some of the responses you received are from folks who try and pick up a nickel here and there. If you're a legit customer, you trade differently - you are in no real hurry (maybe you are) to liquidate a strategic position you built up, you can probably liquidate the same way you accumulated it. If you're uncomfortable with all of this, simply call around to some of the bigger houses and see what they'll do for you.
http://elitetrader.com/vb/showthread.php?s=&threadid=66422&perpage=6&pagenumber=10 Read what JimRockford wrote at the bottom of the page.