Quote from BlackMage:
Don't forget Oanda is a market maker. They are not to happy about some types of trading...
Have you looked into Fortex or Integral?:
http://www.fortex.com/
http://www.integral.com/
Otherwise your best option regarding FX is probably to hook up with one of the various Currenex brokers. Bear in mind though that it's a bit of a jungle to figure out what you actually get. And some brokers require you to open an account of substantial minimum size...