If you guys could give me some advice... I have a system which trades 1000 share lots on AAPL. What is the best way to get my order filled so that I only incur minimal commision charges? I guess this means that the order gets filled by one entity. What is the best way to route such an order? Can it be done with 1000 shares? Also, How many shares can one trade of AAPL before the lots are too big and getting filled becomes a real issue? Thanks for all the help!!