Here is a quote from Alpari's website:
'Quotes are provided by computer when on the live account they are given by a broker. So, on the live account you wait 5-15 seconds to get the quote, but on
demo-account it takes only 1-2 seconds; '
This means that a dealer has to approve every deal you do and if tehy dont like the position you are trying to take - they will just requote you.... It also dealys your ability to get into the market at the price you want!!!