Hi, I'm currently developing an automated system which works nicely in backtesting. I'd like to know if anyone with experience has a ballpark of what kind of slippage due to missed fills that I'd be facing once the system runs live. I'd be constantly shooting (and if necessary canceling) limit orders rather than using market orders. I'm looking to run the system on NASDAQ and NYSE hybrid stocks, over roughly a 1-2 minute frame. Much appreciated.