Bucket Shops

Hi all, I've a few questions about bucket shops afters watching Felix vid
so he's showing that your position will change the market price untill someone else sell you or buy your order, could could that really happen trading a mini-lot?
Market makers were bank or brokerage company and all individual traders as a group, but can a trader see the prices affected when trading mini lots? I don't know i feel like something missing here...
Hope you understand my point, english is not my language
thnkx