I don't trade too often, but when I do I take my advice from this guy->
http://www.youtube.com/watch?v=DgGblYWUaNU&hd=1
It hurt so bad from laughing I had to lie down!
KCG's 2011 E/Y FOCUS report
http://www.sec.gov/Archives/edgar/vprr/12/9999999997-12-006815
From last page: 278mm net capital. I doubt they are +net capital today.
Virtu? Not large enough. 59.8mm net capital y/e 2011.
You should be quite familiar with exchange rules. "Subject to immediate acceptance". Was not a GTC order like you imagine it to be. How convenient that you deleted your post. At least it became a part of my response.