How frequently does everyone trade emini futures in general? I'm trying to figure out how active am I compared to average and whether I should look for better deals with brokers based on my activity. I'm doing about 350-400 round trips a month (700-800 trades), around 3-5 contracts each and planning to up the size to 10 sometime mid 2003. This amounts to roughly 2000-4000 contracts a month today and possibly 7000-8000 cars in a year. Currently using IB, it's pretty cheap at $2.40 per side, but if there are any other alternatives, I'm willing to look at them. Not very happy about IB reliability too, but if no other choice is available, I'll probably stay with them. One important precondition is: the broker must have API to place orders automatically via external application. Any ideas come to your mind?