Short fill on sp500 stocks

Discussion in 'Trading' started by NanoTick, Dec 21, 2008.

  1. I'm wondering if anyone can tell me about short order fills on activitve stocks (e.g. SP500). Specifically,

    what's the typical fill speed for an order size of $50K, is it comparable to long orders of the same size?

    What percentage of the orders never get filled?

  2. Why would a short order take less time to get filled? Unless your order is so large that the depth of market within your defined range is too small (very unlikely, especially with $50k...) the fill should be instant.
  3. I didn't expect it take less time to fill. I was just wondering if the fill speed is comparable to long orders of the same size. I'm only talking about market orders.

    The last time I did substantial amount of shorting was prior to the removal of the uptick rule. I'd like to know if this has improved the short order fills.