If you are an experienced investor and trade a lot then a discount broker and the Internet may be appropriate for you. Some brokers offer different levels of service all available on the Internet. I make a trade. With the move to discount brokers and Internet trading, most of the firms are unable to keep up with the flow of orders. This does make it risky for those who are trying to actively trade using these services.
Day traders are able to take advantage of real time services at a cost.
I think most average investors should exercise extreme caution in trying to make short term trades. They would be well advised to indicate precisely the price they will pay when buying, and the price they will sell for when selling. To enter a market order on all except the very high volume securities is risky. The subject of liability is a question that has come up and this will have to be resolved by the regulatory agencies or legally. Some financial advisors provide advice for a fee and do not receive commissions.