for asx shares most orders get filled very quickly as long as there is enough on the bid/offer on the underlying market. but for example i was trying to trade ALL with 25K plus orders and i would get delays with the fills. for indexes anything over $25 a point on their aussie 200 - or the equivalent of one lot of spi and you will generally have to wait for fills. i gave up trying to trade that it is a joke. and say for s&p anything over 20-30 usd a point which is the equivalent (i believe) of one emini s&p contract and you will get delays. like the other poster said, can be useful just not as much anymore. anyone else with similar experiences, i'm sure most people are trading with larger vols than myslef.
