There is no contest.
When EVERYTHING is considered - Open API, Commissions, Markets, Trading Station, Options, Forex, TWS Improvements (yeah there are some growing pains), New Markets being added, etc, etc...the answer is simple: IB
When all aspects are considered, you won't do better than IB IMHO:
http://www.interactivebrokers.com/en/main.php
http://www.interactivebrokers.com/en/accounts/fees/commission.php?ib_entity=llc
I sometimes get stuck with odd lot fills on my limit orders (like I want 500 and I get 271). Some of these are twenty something dollar stocks too.
Only thing I can figure, is some system guys are wanting exactly $3,000 or whatever and I get the leftovers. :(
Yeah I sent him $10,000 too. He's supposed to send me $100,000 just for helpin' him out...
I figure I have a better chance there, than sending in option orders to the AMEX!!! :D :D :D
I'm pretty sure you can have IB send you statements further back than two years.
There will be a cost, I believe. Don't know how much tho. I always save each year to backup, so I'll have 'em "just in case".
Good luck
Since the Naz is not a Specialist system and is de-centralized, the information gained from watching the "tape" is not useful in a traditional sense. Read this thread for more ideas:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=56373
New stuff from IB. Might be interesting to check out:
Daily Options Commentary
We are pleased to introduce our new daily options commentary. As most professional traders know, options market prices have built-in information which is not only useful to traders in the options marketplace...
I believe the one I'm thinking about is by ozzy. I have it saved I think. I'll look when I get home.
Try this one:
http://www.elitetrader.com/vb/attachment.php?s=&postid=887714
http://www.elitetrader.com/vb/showthread.php?s=&threadid=58211&perpage=6&highlight=trades&pagenumber=1
I just use Excel. You should be able to get an older version for free/cheap.
Hard to beat IMHO for customizability and power. Tons of support too. Many people use it.
Also, somebody posted recently (forget who) an example Excel spreadsheet that really nailed down about every aspect of...
edit: just reread your post and it seems that you are asking if TWS can override the specified exchange for API orders? I guess I don't know that. Never tried, but I would assume not.
You can specify which exchange in your API orderline.
Mine is hard-coded to Smart and I have had no...