UK basket trades

I have an algorithm which requires to trade basket of stocks (20-30) at close of day in UK stock market. I have been comparing the UK stock trade costs. They are much more expansive than US. For example IB is charging 6GBP per stock, which will wipe out my profits.
Is there a UK brokerage which will allow basket trades lower commission?
Thanks

 

plus 0.5% stamp duty unless you use cfds.

 

Are you on the uk? Equity execution is tough from the states for European equities.

 

I am in UK/Europe

 

Two options for you to consider :

1. Trade spreadbet/CFD via the API of a spreadbet/CFD firm
2. Trade baskets of ADRs on the US markets.