I won't be able to test automated trading for a while, and was hoping some of you with experience could share your knowledge. For quickly moving stocks during the opening 5-10 minutes, how many seconds does it usually take from the time your automated trader receives a signal to buy until the order has filled? What are the best/worst/average case scenarios? Any info would be appreciated, but I'm specifically interested in both market and limit orders for quickly moving $20-70 stocks with medium to high liquidity and tight spreads. I'm curious what kind of results you get without IOC or FOK orders.