Hi, So, finally after trading futures for few years, I have decided to start some testing on stocks. I have decided to start from NASDAQ 100 stocks. The reason well they sound cool! LOL. I guess 100 stocks would be enough for me for the time being. I would be trading through IB. My plan for first few months is to do executions using 100 shares per trade. Before I start trading them, I would like to run some historical tests on these stocks. So for modelling purposes, I ask for your recommendations on following: 1) What is the bid-ask spread I should assume? In first 30 minutes post-opening, so between 930 and 1000. Between 1000 and 1530. 1530 to 1600. All EST times. 2) I plan to buy at ask and sell at bid. So, I plan to give up the spread. On top of it, I might experience some slippage. So, What kind of slippage I should assume? 3) My historical data source is going to be IB historical data. 4) If displayed size is 100, will I get filled for 100 shares in one trade on all NASDAQ stocks or will I get partial fills like 20 shares, 35 shares etc.? 5) Does the inside bid-ask size always at least 100 in these stocks? Or if the visible inside ask size is say just 20 shares, is it possible that there are a lot more hidden shares at ask? And given 20 visible shares on ASK, if I click for 100 shares at ask, would I get filled? 6) Trading through IB, what execution venue should be used? SMART or some other specific exchanges? Thanks for helping me starting out in the world of stocks.