A broker is the main thing in Forex and if you want to find a good broker you should do some good research about Forex broker at Google and forums and always choose a broker with a good online reputation.
ECN is better in my opinion. I have been using ecn accounts on fxtm and fxview, and I find much lower spreads on them. You will notice that with same brokers on their ecn you will get much better prices. If you want specific to New Zealand you can look at Tiger brokers, however most international brokers online will accept clients from NZ even if they are based elsewhere.
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