Hi Letícia,
The CNBV has a directory of licensed financial services providers. However, the regulatory regime is still evolving in Mexico and there aren’t many locally registered day trading firms.
As a result, many Mexicans use trusted international brokers that are regulated by other respected bodies. But this route carries risks – you may not get the same level of protection afforded by local companies. The CNBV has also warned against using unauthorized firms.