So, Fidelity was well know for order price improvement and possibly was the best at one point. At this time I am sure that Schwab does well and there was a recent study that suggested Shwab was doing even better that Fidelity.
Chipper posted a link to an article in the forum here is the article: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4189239
Here is Chipper’s post: Hidden cost of free trading? US$34B a year, study says
I do not know which is best at this point Really have no opinion.
Jim