Daytraders: Slippage Big Board ?

["Gerrit Jacobsen" <jrt@xxxxxxxxxx>]

Can anyone tell me what kind of slippage is to be assumed when 
trading Dow Jones stocks ?

I have seen that some of the daytraders software is now moving to the 
internet. (www.tcast.com) I suppose that these system are as close as 
one can get into the market place unless one is trading very large 
size.

Can anyone tell me what the typical slippage is for trading the DJ30 
stocks with these kind of systems ? Slippage being the price 
difference between last price when the execution key for an at 
market order was hit and the actual execution price.

And does anyone have any actual experience with Internet execution 
software ? I am not talking about companies like e-trade but rather 
companies which offer you remotely multiple execution networks.

Thanks

Gerrit