Here is a snapshot of the weekly analysis based on October 16th, 2018 COT (Legacy, Traders in Financial Futures) reports.
More trade updates will come in the following post.
For more information on this type of analysis check out the previous posts in the education section of the forum here, here, and there.
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Here's my buy hotkey for reference: ROUTE=SMRTL;Price=Ask+0.05;TIF=DAY+;BUY=Send
It really depends on the volume, liquidity, and volatility of the stock. Sometimes I get filled right at the ASK, sometimes there is a few cents slippage.
I'm not sure why my screenshot has no ECN fees listed. I use the +/- 0.05 hotkeys as well. Those by definition remove liquidity (hitting the bid/ask) and are subject to ECN fees.
I'm with Interactive Brokers and my per share commission is 0.0035. Total per share after fees (SEC+FINRA+ECN) are about 0.005, so I assume those work out to 0.0015 per share. I believe people with CMEG are paying slightly more than that for ECN.