http://www.interactivebrokers.com/en/control/systemstandalone.php?os=unix&ib_entity=llc
It sounds like these guys might have something to offer: http://www.ioptionsadvisor.com/overview.html But they may not be up and running yet:...
You could try Ninjatrader too, it works with Yahoo data and the free version would probably be fine for your purposes....
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