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How is it expensive? I called a brokerage firm today to find out more and total commissions is $5 to $6 per roundturn traded. I did find out it only connects to PATS. :(

This is how I found it. http://www.tradingtechnologies.com/xtrader.asp

Thanks for the info on Strategy Runner. Do you know what execution feed it is using? How about market data?

If the documentation in the Beta version is an indication of what it will be like then I wouldn't worry too much about docs when it goes live. Glancingthrough the API - this is good stuff! Has anyone tried this with TT API? Has anyone actually used it to trade strategies live? What was your...