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Is there a reliable way of measuring slippage?

IB customers - can you please suggest if "Cancel/Modify" fee really hurts? I was considering to sign-up with IB but guess this ridicules fee will be a deal-breaker for me. http://www.interactivebrokers.com/en/accounts/fees/cancelModifyExamples.php?ib_entity=llc - Su

Many simulators give you 20-minute delayed data, which is not good enough. You don't get real environment. You don't get to react on news, rumors (CNBC, Bloomberg). I also understand that real money is absolutely required for greed and emotion factor. What about playing with (and against)...

Bump.

Do other brokers charge this fee as well or it's IB's propitiatory feature :D

Guess, a simple AHK script (http://www.autohotkey.com/) can fix the TWS auto log-out issue. Cheers, Sudhaker