First of all, every cent you make comes out of the specialist's pocket. Thats how they feel. Second of all, you can track down which specialists hate day traders and which dont just by watching the prints. Ever been printed through the market 20 cents down and then watch the stock keep going up as well as see limits in the book at or around the quote? Third of all, read "The Wall Street Gang" These guys are not exactly your friends and the last thing they do is provide a fair and orderly market. Finally, we had a specialist come in our office to want to learn how to day trade. God knows why, but I think he just wanted to know how to raise volume for his somewhat inactive stocks. The managing partner says to him "You know we dont exactly like you guys" (in other words we hate your guts and want to kill you sometimes). He replies "we dont like you guys either". He did not let him trade cause he did not trust him. It did seem very shady. BTW, the guy was a short fat ugly pudgy bastard, what a surprise huh? It's one thing to be on the wrong side of the trade but it's another having your market order held when you are trying to get out, or being printed through the market 40 cents in the wrong direction when getting in or out. Ever see a specialist step up with buyers then dissapear and spread down 20 cents. After all the traders get out he comes right back up and does the huge prints. In case you do not understand, he manipulates the day traders to clean out the books, then buys those shares back at a much lower price and then sells them to the actual buyer for a very very nice profit. Better yet, watch how WTW fills his shorts, it is simply amazing. BTW that guy has been losing serious volume because he keeps screwing day traders. And the specialist does not have your order ID, he has your clearing firm. Of course they know who the day traders are but they do not know who is who personally. Very often, the specialist who hate day traders fill them badly and print the rest at a better price. I personally stay away from the dick guys no matter how great the moves. 2 of the stocks I trade almost everyday are CIT and FSH. They never hurt me and I read them well. Sometimes I do lose money on them but simply cause I keep getting on the wrong side. Those specialists let me out without purposely trying to hurt me. They just trade the stock. If a buyer or seller pulls, I know Im not gonna get a print 20 cents up/down.