With regard to execution of orders for Toronto listed stocks that trade in the US, I've use Fidelity and have had been fairly treated on the prices. However, I believe that Fidelity may actually be handing the order over to a Canadian broker who then executes the order in Canada.
In any event, I check the price in Canada, do the conversion routine and then place a limit order. About 50% of the time I get filled below my limit.
oeo2oo