Brokers: doesn't anyone use MyTrack/MyTrade? Trades are typically $13. Amex $16. With their software you can see your trade executing -- like when you buy, say, 1000 shares and they fill it in pieces, you can see each group of shares fill as it happens. confirmations come in email within a minute or two after the trade is complete.
If you pay for premium services, you can get realtime, news, level 2, research, etc. You can also go on the bid or ask to trade shares--be your own MM. It costs some money, but it's worth it to me.
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