I trade QQQ exclusively, with an average lot size of 10,000. I'm currently using Schwab CyberTrader, and they are changing their rates (effective 7/24/03). The change will make smaller size orders cheaper, but larger orders more expensive. After the change, 10K QQQ will cost $35 ($70 round-trip). Schwab absorbs any Island fees/payments (I preference Island often, and remove liquidity often, so this is good for me). Datafeeds/software are completely irrelevant, as this is all handled by 3rd-party systems. The only software needed is basic order entry (an order-entry API is a plus). Also, non-direct-access brokers (Ameritrade, etc) are not an option, since my order frequency (avg. 7 round trips/day) makes execution speed/quality very important. Can anyone recommend a better deal for my circumstances?