Lately online trading firm such as Datek and Etrade are giving their pattern trader customers the ability to route their orders directly. Such as the new E*trade Pro. I was wondering how is this different than other direct access platform. Is it slower to execute an order? Or is it about the same? Also why do they break the order into small execution. For example when you execute 3000 shares of xyz stock. It's broken down to 1000, 300, 700, 500, 500. Each execute at different time not all at once. This really bugs me because it's really slow. Does other platform such as MB-Trading or IB do that. Where an order is chop into small pieces of execution? Please comment thanks.