It sounds like he knows what he's doing a bit, but I think he misrepresents something. When you trade on Metatrader, the broker is there to accept your order even if everyone is trying to buy at the same time. When you trade on an ECN, you actually need a seller if you want to buy. Over the Counter is much different than fighting a broker. It could be his limit (which could be a pending order, it could be a market fill with a maximum he's willing to pay when he enters, etc) was touched but not filled because there was nobody willing to deal with small lots.

MB trading sounds rather unique because they prioritize small fills first. Sometimes the trader with 10 or 50 lots will get a fill while the person with 5000 lot orders won't get a fill. I've seen partial fill on prices. I highly endorse this because although you can't do martingale it means *nobody tinkered with the order*. Now the policy of adding a pip on the back end is annoying, but I don't mind so much because they can't alter the price by an insane amount. I also use trailing stops so I won't be sitting there with 0 fill on my exit.

Bottom line, trading with (against) a broker is much different than ECN, but the majority of the lies and deception simply don't work. You're trading with other traders and banks, not with the Broker's piggybank.

In terms of ECN 1 vs ECN 2 vs ECN 35, I don't really mind that much. I'm not writing code for ECN1, I'm writing code for all ECN who allow a protocol. If ECN1 is adding a pip and someone using this system doesn't want to pay that 1 pip anymore, they can switch to ECN 2 or ECN 27. Hence the reason I'm looking for a list of ECN and what protocols they support. It looks like FIX 4.2 is the initial winner, but I'm trying to verify before I begin.