I want to open a separate account solely for trading QQQs with decent size (5000-10,000 shares at once). This would be cheaper to do than with a per/share broker. So far the cheapest I have found is datek, who charge $9.95 for up to 5000. I wouldn't mind paying 2 lots of 9.95 to take 10,000 shares. It's still better than anything else i've seen. Does anyone know of any other brokers who could better this deal?