I use small lot sizes cuz I'm a noob ($9.63 profit today!) *pic*

Quote from IronFist:

^ Thanks for the reply.

So is this considered scalping? I really thought scalping was going for 1-2 cent per share profit per trade and making 100s of trades per day.

Direct access means you bypass the market makeers, right?

Here are a couple of links for you.

http://en.wikipedia.org/wiki/Direct_access_trading

http://www.investopedia.com/articles/trading/02/081902.asp

http://www.investopedia.com/articles/trading/03/020503.asp

Direct access may be a good idea if you are trading short term. In direct access you are filled almost immediately, your round trip fees are lower although you pay a monthly fee for access. To me it is the cost of doing business. There is a section on direct access here. Almost all of these brokers have a demo platform so you can test drive it first. Maybe you should check these out. Here is a picture of my interface from Tradestation. Basically point and click and you are filled.
 

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