I'm not sure about which brokers have the best commission for your high volume, but for servers I can recommend www.ninjamobiletrader.com They are 1 ms away from CME and broker/clearing firms in Chicago. I believe they also have servers in NY too with low latency below what you're looking for.
Dude is doing 20M shares/mo with high frequency algorithms and you are recommending him a mobile app? Am I missing something here? LOL Edit: Oh. You're a shill. That's what I was missing. how much does ninjamobiletrader pay you per post?