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Brokers often have several liquidity providers, and support answers on whether that explains occasional bad fills tend to be vague. What's generally understood:

• Different providers quote slightly different prices. The broker's aggregator picks the best available, which changes constantly.
• When a provider withdraws a quote in fast markets, the next best price can be noticeably worse.
• Some providers can reject orders after a short "last look" window, and the broker may refill at the next price.

So yes, the mix can explain fills that seem random. But you can't see which provider filled you, so it's hard to prove.

What you can do: log fills against requested price, with time stamps. If bad fills cluster at specific times, like the open or rollover, that's liquidity. If they're random across quiet periods, ask support more specific questions with examples.

Good questions to ask: does the account use last look? What's the typical rejection rate? Is there a way to see execution statistics?

Has anyone got a clear answer from a broker on this?