I mainly trade the highest weighted stocks in nasdaq and dj30 and was advised by my prop firm to use ARCA since it routes out to other market centers in the event of no liquidity on the book. I'm curious if people use ARCA for this reason in order to obtain the best market price available. Slippage sucks even more when your order skips price points because you are forced to route thru only one ECN, skipping better available prices. However, if ARCA is able to add/route more liquidity at will then I suppose this is my best option. There were some other ECN's that say they scrape LIT (lv 2 visible, non dark pool orders) however, I was advised against using those as these ECN's may change their configurations without prior notice.