I'm a piker. Let's say I want to trade 100 shares of aapl. What are the chances i can get filled 33 33 33 scaling in and out in daytrading? Also, how about POT, MON, etc. any big liquidity names that are higher priced.
If you have direct access, send em to ISLAND. Over 100+ odd to ARCA. Easier with NASDAQ stocks. Not sure about other ECN's
I trust you know odd lotters are pretty much hated in the trading community, though that should not influence your strategy if you are in the learning stage or have limited capital to work with.