Can someone recommend a broker with the following capabilities, please? #1. Direct access to post and execute orders on Instinet, Redibook, the Island, and ARCA, for both listed and NASDAQ stocks. #2. Ability to receive quotes for each ECN -- at least those above -- for many stocks via an API (preferably an ActiveX control, though a C++ lib is ok too). #3. Ability to send orders via the same or similar API, without restriction on the nature of those orders (like ECN routing, size, etc.) #4. Reasonable per-share commissions and/or relatively low or no per-ticket charges/minimums. #5. Extended hours trading from at least 7:30 AM to 8:00 PM (New York time). I've made the rounds of some of the brokers mentioned here, but they all fall short in some way. Interactive Brokers (IB) is the closest, but fails on #3 because you have to route stock orders to their SMART routing algorithm.