A typical retail trader with a typical futures broker will notice no difference in fills. This is futures after all, not forex, and is a regulated central marketplace.
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Doesn't Interactive Brokers use simulated stops in futures? In other words, they keep the stop working on their servers and once the trigger price trades, they then send the order as a market order into the market place?
Compared to a broker that puts the order directly into the exchange, the fills can be very different in the event of a dramatic market event (for example, the Swiss Central Bank decides to end its peg with the Euro).