In spite of this protest, I still use IB because of its advantages. 1. IB's cancellation fees from the exchange are offset on a 1 fill versus 1 cancellation basis, even if the order size is 1 option; but we get only partial credit, and often takes an order size of 15 to offset a cancellation fee. 2. IB charges you for overnight cancellation fees albeit the order does not rest on the exchanges overnight and IB is NOT charged. 3. IB calculates your cancellation fees on a day to day basis, albeit they are charged by the exchange on a monthly basis--hence 100 fills yesterday does nothing for you today. 4. IB does not allow 1 smart order to offset another smart order, rather it's broken down according to the exchange; hence, 100 fills that are smart routed by IB to CBOE doesn't help you to reduce even 1 cancellation charge they smart routed to ISE. 5. IB's GTC orders you placed yesterday are resting on ISE today. The new orders you place to day to buy at ask or sell at bid are usually filled on CBOE. 6. IB does not allow you to eliminate CBOE from the smart route--which would have enabled your orders to get filled on ISE. 7. Aside from the fact you get no more credit for 15 small orders over one order for 15 contracts, you also don't get credit for a book order of 200 options either, which seems inconsistant. 8. OCO hidden orders rest on the IB server, so seemngly each partial fill should be considered a full fill--but it's not. 9. If you get one leg of an OCO order with even a partial fill, for the other legs you get a cancellation fee--even though the other legs are not resting on the exchange. 10. Direct routing your orders to a particular exchange cost more money than cancellation fees, hence can't be used to offset them.