The consensus here for executing a simple options order (single leg) in a medium liquidity option (for example 0.30/0.35 spread) seems to be start with an aggressive limit order and walk it up, fast or slow depending on your urgency... my question is does it matter what broker you use for working an order like that? Do the brokers play games, like send it to Apex first and you may be back of the queue or front-run by the time you are posted to a lit exchange, or like they'll post it to an exchange for a high rebate but also a high fee for removing liquidity, making you less likely to get hit? Any broker recommendation?
Totally anecdotal, I have personally gotten better fills on TDA. I think any broker that takes commission will grant you a better fill compared to robinhood or similar.
"Totally anecdotal, I have personally gotten better fills on TDA." You determine the fill in the Walk Limit. The tool will walk you up or down and TD execution should have it when fully integrated or may have it already.