I think it really depends on what you mean by ripped off. I think that institutional investors looking to place multi-million dollar moves shouldn't be able to

I think it really depends on what you mean by ripped off. I think that institutional investors looking to place multi-million dollar moves shouldn't be able to just place an order and cry foul when it's not completely filled on all the exchanges either. From another point of view, that's the slippage you get from an improper order placement strategy.