When comparing fees you should be comparing apples and oranges. Lightspeed sells their flow mostly to Coda and Credit Suisse which presumably will have an impact on execution quality. Disclosure Information: Lightspeed Trading, LLC may receive reduced execution costs when routing orders to certain market centers such as Coda Markets and Credit Suisse. This cost savings is considered payment for order flow as defined under SEC rules. Payment for order flow shall mean any monetary payment, service, property, or other benefit that results in remuneration, compensation, or consideration to a broker or dealer from any broker or dealer, national securities exchange in return for directing orders. Lightspeed Trading receives payment for order flow from Merrill Lynch and Wolverine Execution Services for directing options order flow. Payments received averaged less than $.33 per contract.