Ameritrade stiffed me on a cover today when I watched the trade price float right through my limit order price. I cancelled the order and figured I'd go 'market' instead only to have my cancel order sit in the 'pending' queue for 8 minutes. So, I'm saying goodbye to Ameritrade and replacing it with a direct access package. I've heard good comments about eSignal. Is eSignal just a data provider, or can you trade with them as well? If I sign up with eSignal, do I have to also go sign up with a direct access broker? CybertraderPro has also caught my attention. I thought they were a discount broker, but their website claims they're direct access as well. The price is right, and they have some tools I'd like to check out, like the auto-trailing stop-loss feature. Has anyone used these guys? Are there any other packages that I should take a look at?