How quickly are NASD scalpers able to get out of their positions? In liquid stocks like AMAT, for example, what kind of slippage is common? One scalper told me he is able to get out most of the time flat or take just a couple of cents damage. Is this common or is he the best scalper in the world? If it is the norm, I'd imagine it would be highly advantageous to scalp NASD over listed. Hitman, who trades listeds, is sometimes able to get out flat or with minimal damage, but not all the time. Another question relating to this would be to ask why traders prefer trading listed or NASD - is it simply because they were trained to trade one or the other at their firms (perhaps their firms ONLY trade one or the other), or, if they have a choice, why they trade that particular vehicle. Comments greatly appreciated.