Check this thread written by an ex currency trader who used to work for a major broker/bank. This is why I trade forex only with an ECN.... http://www.forexfactory.com/showthread.php?t=5809
Yet another reason why you shouldn't daytrade Forex. A few pips more or less on swing trading strategies with 100+ pips stop losses, doesn't change anything.
The thing is, even in exchange markets you get front-running, market timing...and all included in the same sleazy package - Greed for easy money. FX gives us some edge because of liquidity, and can trade shorter term but not scalping. Bigger markets are always harder to manipulate besides broker dealing desk price feeding shouldn't stray from mainstream prices that much. Again not scalping-proof.