I'm looking for an all electronic order entry futures broker who has access to pit trading on major exchanges in the US (and Eurex) and won't slam me with monthly charges. I plan to make about 10-20 trades per month (round trip) although that may increase as I research more markets. I understand as a low volume trader I won't get the best commissions -- but I'm more worried about horrible fills that higher commissions. I don't need hand-holding (at least not from my broker ) and I don't want to pay data fees since I will only generally be using data immediately before and after a trade (I'm trading based on daily data which I get elsewhere). Can anyone recommend a good broker for my type of trading? I use IB for my automated intraday trading but as of right now they don't offer pit trading. How is velocity? Man?