I don't know the details of retail brokers vs HFT, but this writeup http://www.nanex.net/aqck2/3522.html has a lot of charts showing trades with 25 millisecond intervals.

Just looking at things in a big perspective, the fact that the system is designed for allowing trades at such frequencies makes it seem like markets these days no longer exist for the benefit of the listed companies.

Then again, maybe I don't know wtf I'm talking about :-S I guess I don't understand how real value can be created from such a system.