I'm writing my own trading software and am looking for the broker that 1) provides API so I can execute orders from my program (it could be as simple as POST over HTTPS), 2) provides API for raw live data feed (again, it could be just IP/HTTP raw data) and 3) is deep discount (somewhere around $1/market order for as many shares as possible). I know about Interactive Brokers. Anybody else? I can scratch 2) from list, because I can get very good live feed from IQFeed for ~$79/month, but 1) and 3) are the must. Thank you in advance!