I appreciate everyone's input. This will be my first ATS. As I see the world, I think letting a computer do the trading is the way to go. I know that everyone is different, but I can't take time to trade the markets during the day and also I would be limited in how many systems I could trade manually without error. If my systems validate as I hope (that is, if they translate from TradeStation to the real market) then I will move to the FIX system and won't mind paying the fees. For now and probably the next few months, I will go with the API.