QUOTE(gaban @ Mar 7 2014, 12:19 PM)
Types of brokerage at this time is a lot. There are brokers ECN, STP, non-dealing desk, etc.. We must be careful in choosing a broker. We can choose a broker that suits our trading criteria.
Absolutely what I was going to say. I've live-tested hundreds of brokers over the years with varying quantities from the account minimums to large sums and the variety in behaviour from them is massive.
It's hard to recommend one out right as I literally change monthly to keep my fills fresh - very much depends on your trading-style.
Some brokers will routinely slip orders at volatile times, some will blow their spreads (others even slip exits!).
It's more a case of get your trading style in order first, prepare to learn the hard way what criteria you are vetting brokers on - find ones which are well regulated (don't want to do well only to find you have weeks of wrangling for your money....or cancelled trades or just plain ignored) - then test your method - it could take a while to find the one which suits you - once you do, pile in, make money.