I fully agree ECN brokers are the choice to make, and yet they are not suitable for automated trading simply because integration betwenn MT4 and ECN is lousy up until now. It does work for some ECN brokers though only for accounts exceeding USD 100k and yes there are some APIs in place, though I have not seen so far anyone pointing out "ECN broker X allows MT4 platform with ECN feed and ECN spreads for retail customers".