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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.
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).
