Etrade has the slowest execution times of any discount broker I have ever tried.. and I have tried them all. TDA is okay.. Scottrade probably has the fastest executions of any retail discount broker.. After using an ECN/Direct access platform, I don't think I could ever go back to using retail. It would be like going from Cable to dial up lol.. It's like playing an online first person shooter.. ECN is like the "low ping" bastard running around head shoting all the dial up guys..