I have order execution question for ES mini daytrader, especially scalper. I started paper trading Emini recently. I've used ThinkorSwim and another simulator software. My observation is, in ToS, my limit order will always get filled as soon as last sale price touches it, however, in the other simulator, buy limit order will not get filled until last sale price moves one ticker (0.25pt in ES) below it, when it becomes ask price; vice versa, the sell limit order will only get filled until last sale price moves one ticker (0.25pt in ES) above it. My question is in live mode, what is the probability that sell order gets filled at ask and buy order gets filled at bid during normal trading hour when volatitity is not too high and volumes are decent. Thanks.