I've been reading a lot about Canadian firms that are offering extremely low per share commissions for those scalping high volume stocks (BAC, etc). Since commissions really add up, I thought it was worth investigating further. Can anyone recommend a firm that meets the following criteria? 1) Less than .001 per share (hopefully much lower). 2) supports automated traders. 3) Can co-locate (free or additional cost is fine) 4) Respectable firm that has been around for a while. 5) pass through rebates 6) Payout >= 85% About us: 1) Located in the US 2) Series 7 3) Can put up $100k deposit in return for $2MM BP 4) Volume approaching 15 million per month. 5) Only trading high volume < $20 stocks. No overnight holds. Any suggestions on who to approach would be helpful. Reply via PM if you'd like. Thanks