My account is at E-Trade and for the most part, the executions are slow but o.k. . I run 2 different windows during the day and I find E-trade quotes tighter than the other quotes that I get from a different firms Level II. The Market Makers at this level DO PLAY GAMES. I especially warn all about placing orders near the close. They have several times not shown my execution near the bell. particularly if I was causing an uptick.