When I pass a BUY LIMIT order on the ES, let's say at 1300.25, I always have to wait until the price goes to 1300 to get a fill... is that normal? I ve read that IB was providing very poor fills on the ES... would it be better with another broker, or it would be the same?
That's called being in a queue. If 1,000 orders are ahead of you, you will not get filled until those 1,000 orders are taken out and than you have been taken out as well. There is nothing anyone can do about that, it's just how it is. Get in line or have your order there in overnight so when it does get there, you will be ahead in the line.
In a highly liquid market as the ES, the only way to ensure your limit order gets filled is for it to trade through your level. As the above post says, if you are at the back of the line and there are hundreds or a thousand people in front of you, just have to wait your turn in line. Options: 1) Move entry price up a tick. 2) Get your order out there asap. 3) Trade a different market that does not require price trading through your limit order to get a fill.