SPY slippage, tradethru's and size

Discussion in 'Order Execution' started by giggollo, Jun 10, 2006.

  1. For SPY traders, what are your experiences when it comes to:

    1. slippage
    2. SPY trading through your limit order but not filling you
    3. up to how many shares you can easily trade in and out
    4. which ecn is best to place your order