Thanks, but I think even paying $4K commission per month is too small for those execution service. I may try if I couldn't find cheaper retailer or the volume goes up significantly.
Do you have any specifics, or experience, on the limitations of zero commission plans? It's certainly not a few times per week; I do a few hundred small trades per day on average. I hear that TD Ameritrade (now Schwab) used to have a soft limit of 390/day ca. 5 years ago (coincidentally the same number, but unrelated to the regulatory limit for retail options orders), but I didn't hear any recent experiences, and they told me personally that there are no limits (but I cannot guarantee that the phone rep is informed of any limitations). I never heard of limitations of IB zero commission trading (which doesn't mean that there are none). Some brokers seem to evaluate the trading style, not just bluntly the order volume. Others seem to infer from the trading volume that the retail trader is too sophisticated (too smart) for their market makers. I guess it depends on the market makers that each broker uses, and the trading style of the market makers. (My understanding is that different market makers use different amounts of inventory for trading on their own account, and are therefore sensitive to adverse selection during different time lags after the trade.) Any more data points would be helpful. Regarding your problem: I think at IB and probably at most other brokers you would probably pay the exchange fees, plus a small broker commission, if you use mostly MOC in the long run. I think the exchange fees at some exchanges are a bit higher for the closing auction than for "regular" trades. I doubt that any broker will subsidize your MOC in the long run, if you trade mostly MOC. The question arises whether your MOC strategy is cheaper considering "all-in" cost (including the effect of possible market impact) than trading slowly throughout the day.