I use their streaming quotes and like it a lot. They've had problems with the data feed and both times credited me the 25$ monthly fee, even though the problems only lasted a couple of days. As for executions between the spread, I've|
had about 10-15% of my limit orders go off at a better price than I asked for, so it can happen. Since I never buy more than 1K shares, the extra cost doesn't matter, and you can actually get a helpful person on the phone if you call at a good time or are very patient. They've credited me a couple of times when I complained about something. But the best reason to use them is the Marketspeed software.