I would strongly caution people to realize that the SOES system gives market makers the tools needed to take advantage of you. The SelectNet system is also virtually worthless. Market makers are now allowed to quote as little as 100 shares on a stock. It is extremely difficult to be profitable without sufficient liquidity to enable a day trader to get in and out of 500 to 1000 shares at a time. Market makers are allowed to keep their quote posted for up to 17 seconds after they fill a measly 100 share order, then they can back away from their quote without filling any additional orders.
Many people believe that using ECNs are the only way to profitably day trade.
I will not argue with this. However, one challenge that this creates in that you may end up getting a fill for less than your full order. It can be frustrating, and loss creating, when you get filled for 58 shares out of 1000 ordered. These factors and others make day trading very difficult. It is much harder than non-day traders would ever realize.