We are trying to execute our strategy via our software and directly to the broker and we are looking for brokers with APIs. Our research has shown the following: === OptionsXPress - https://int.optionsxpress.com/toolbox/partners/xml_api.aspx with commissions of about $1.25/contract === Interactive Brokers (IB) - http://www.interactivebrokers.com/en/p.php?f=api&ib_entity=llc with commissions of about $.70-$1/contract === TradeStation - http://en.wikipedia.org/wiki/EasyLanguage with commissions of about $1/contract. One point to note is that TradeStation's EasyLanguage platform is NOT a true API and orders can only be executed via EasyLanguage and its not a full API as per the sales rep. So, if you want to execute more complicated trading strategies (e.g. if front month call IV exceeds) you wont be able to execute it there. === Are there any other brokers who provide API access and competitive commission structures?