Is there an indicator that would tell you how quickly it would take to processes a very large buy or sell order based on a stock's daily volume?

[Mr_Wheeler]

Is there something that would show you how long it would take to process say a sell order 50,000 or 10,000 shares of a stock to give you feeling of whether or not you should be buying that high number shares with the stock's rate of volume?

 

[jeffc]

Is there something that would show you how long it would take to process say a sell order 50,000 or 10,000 shares of a stock to give you feeling of whether or not you should be buying that high number shares with the stock's rate of volume?

I see no one answered your request. I can only suggest to go into TDAmeritrade and set for your orders to only go through nasdaq. To my understanding that is suppose to be the faster exchange...The TDAmeritrade rep expressed basically it theoretically could be faster but wouldn't be slower than smart routing. Also, be sure plenty of traders are trading that stock. Lack of traders causes slow or slippage in your fills. Sorry I couldn't help you with script for this. GoodLuck.