1. Today, I activated an automated strategy order to sell short 1000 ATI at market open. When my short-stop trigger price was reached shortly after the bell, TS was unable to fill the order for 3 minutes and displayed a message to that effect. Meanwhile, the price had slipped 0.34 off my trigger price, so I cancelled the order due to excessive slippage. But wait. 30 seconds after I CANCELLED the order, TS informed me that the order was filled. WTF? Apparently, TS doesn't have the clout on the floor to short 1000 ATI in good volume (no uptick issues here, either), but then, miraculously, once I cancel my order, they amazingly manage to fill it AFTER I've cancelled. Nice timing. The only party who made any money on that trade was TS, in commissions. 2. Yesterday, my scan identified 6 shorting opportunities. Of these, 5 were flagged by TS as "Hard-to-Buy", or "HB" meaning, I was not allowed to short 5 of my 6 picks. These stocks were: NANX NGEN NVTL VAPH ATI ELN I find it hard to believe these stocks are so difficult to short. The fact is, an inordinately large % of stocks are unavailable for shorting with TS. TS will tell you that you need merely call the desk to inquire about the availability of "HB" stocks, but that's not very practical when you want to automate your order (one of TS's so-called selling points -- hey, they convinced me [for awhile]) to optimize for price-volume movement. 3. TS terrible execution times, and outright theft, make day trading impossible. 4. Does not permit automated stop-limit orders. You heard right. You wanna place a manual stop-limit, no prob. But TS does not want you to automate this simple, standard order. Why? Could it have something to do with TS trying to ream its clients by forcing them into trades they wouldn't otherwise make due to excessive slippage? Are they getting kickbacks from market makers and specialists? I hear TS is becoming its own clearing house soon. I'm going with IB, Xoom, or MB. Unless anyone has any better suggestions.