Hi Dave,

gone through that experience you (and others) should consider not trading via floor traders / brokers but get used to electronic trading. I think that in Europe there is only a small portion of individual traders trading the pit. Electronic trading offers so many advantages that I am surprised when I read all these threads about brokers cheating their clients and asking for high commissions.
Of course, you need the right outfit to trade electronically with confidence. You need reliable data feed and a trading platform that offers all the comfort allowing you to leave the table and let your trading engine do the rest.
It is simply not true that you cannot trade without a broker should trading not be your sole profession. You can place all your orders and walk away being assured that you get your fills where you want them without ah's and em's and not where your broker likes to execute your trades.
Your broker is not your friend but your competitor, his business is not to make you happy but the company he is working for (exceptions just confirm the rule). On the electronic market, on the other hand, everyone has access to the same information, the same prices, and your order will be filled strictly in a predetermined order: first in - first out.
Why would anyone believe that your broker would give special attention to your (relatively small) order? All the discussions about time stamp and price picking are absolutely unnecessary.
Since I trade electronically I never ever experienced any problem with fair order execution. You trade the market and no one is in between.
As I stated above I am surprised that you Americans trading the world's biggest market rely on unreliable human beings. You give them your hard earned money and let them walk away with a good portion of it. These people are sharks and they like to eat small fish.

Good trades to you,

Peter