I had a decent automated system written last yeat that I run with IB from time to time. The problem I have had with IB is that the commission structure is too expensive for high volume systems with 100's of small fills - so, I currently am not running it. I have contacted Genesis, but found it very difficult to get information from them about their API. Sterling has many B/D's that will give competitive rates, but three programmers I have worked with have absolutely given up on writing to their API (all, decent coders). Does anyone have experience with a high volume broker with a good API that will offer high volume (1 - 2 Million shares per month), automated systems traders competive rates (<.75/100) and pass through ECN rebates? Thanks.