I was not a high volume trader but I believe he was at 0.01/share. Trading you kind of volume, you can probably have your pick, they'll probably all want you on board.
ANVIL is very good. I work much with the C++ API... I like it .. it is fast and if developed properly you can place orders within fractions of a second. 1+ million traded shares per day is not problem for ANVIL if you have it running in the Hoboken data center. We created this thread for technical questions among non-Assent developers: http://www.elitetrader.com/vb/showthread.php?s=&threadid=111604&highlight=anvil