Hey Highlander, thanks for your morning post, i am just curious...When you push thru a Sell order, do you mostly Sell 'At Market' ..or do you actually specify a sell price....and have the Market come to you or not.
From reading in the news last w/end about HFT ..It seems that if you sell 'at Market' then right before you very eyes things can change and you may not get the result that you would expect in an orderly market...or at least a market that does not have HFT.
I have also noticed that when placing a Buy order recently for a price in which i would expect (from the screen display) to be the first in the line that in fact a small order of say 19 units has jumped in, in front of me.