Like Rob, I too use Street Smart Pro the old Cyber Trader. My fills are typically fast, 98% of the time.

I'm not sure what the advantage of going thru an ECN has over their access. I'm still getting my .006 per share commission. I hear of other traders paying up to $10 per trip.

So what is the advantage of going thru an ECN and the advantage of adding liquidity (buying outside the bid or ask) for a better price. How much will I really save compare to the ease and speed? I make money usually on my fast entry (or lose #$%!)

And if there is an advantage, what is it? and why? Do you stick with one ECN all the time? If I'm going to save a ton of money or time can you direct me to some reading material. I don't expect answers but if anyone out there could direct me to area to find them I would really appreciate it.