In this thread, let's talk about how to get best fills, whether it be via 'smart routing' (often anything but) or other tips and strategies.

Personally I hate parking an NYSE order out there and waiting for a seeming friggin ETERNITY for a fill, like 40 seconds plus - anyone else?

Anyways, let's hear it re order routing tips and what you've found works best ... broker specific stuff would be great to hear, eg IB/cyber/realtick/others..

thx,

ken