I have done some searching on this and have found lots of subjective opinions about good cost structures/what works for one and not another, but I have a general question that maybe I could get a poll on. First of all, is there a brokerage / historical data service that is affordable to someone just starting? I do not expect the best of the best, but something that can keep me from losing my shirt while I gain knowledge and have a fighting chance. I have been suggested Ampfutures with opentick historical data. I have also heard that IB has cheap historical data but I cannot find this on their website. Transact looks good and openecry for what I want, but no explicit price quotes on commisions. If I could get some suggestions for the following criteria I would appreciate it: 1. historical data for at least 15-30 days for use on constant volume charts 2. Relatively cheap brokeraging. I will be taking anywhere probably on average 8-10 trades a day. 3. Ability to trade most indexes (nq,es,er2, ym minimum... if possible foreign such as dax) Will do a thorough search this weekend on the forums to see if I can dig up some info as I must admit I'm new to this stuff. Thanks all.