This is a fast question for anyone using tradestation. How much slipage do you usually see for a trade involving a liquid stock ( over 3million shares per day) and a tight bid/ask spread? For example, if you buy a stock with a price of 6.50 per share with B/A of 6.49 and 6.51 what price do you normally receive? I'd like the cases with the stock moving quickly and with the stock just barely moving.