Execution
Question: How exactly are my trades executed?
Why this Matters:
To understand why brokers and market makers have practices like dealer intervention (confirming a trade for price and size prior to filling the order) you have to think about things from the standpoint of the market maker. They are of course a business, and nearly every policy they implement is arranged so that they are able to make a profit. With things like customer satisfaction and special features, this can work in the client's favor. With execution, however, the broker's gain can be your loss, and vice versa.
If you are in and out of the market in seconds or minutes, and your broker is not offsetting that risk in the meantime, then it's very likely they are losing money on your volume. If that is the case, it is to be expected that they will institute a practice (dealer intervention, requotes, slippage, entry order restrictions, stop/limit restrictions, increased spreads) to ensure that they remain profitable on your trades.
The solution: find a broker who does not penalize any type of trading, or who at least is not opposed to your style of trading. Bear in mind, however, that this issue is one which is rarely discussed in complete openness with a sales representative. Most representatives have incomplete information or are only allowed to reveal part of what they know about their firm's execution practices. In the end, the only surefire way to judge whether a broker will punish you for your trading style is to test it on a live account--hopefully in very small amounts and without risking a large amount on your trades.