Lightspeed trading or Interactive brokers

[onelot]

first I'll give you another reason on the API. There is a network cost to routing and with the numerous exchanges in the US it is more efficient for us to allow our SMART router send the orders than have some clients potently flood our network via computer generated orders.

This is in no way meant to be rude, but your current API message limits are 50 orders per second. Not much "flooding" is going to occur at that rate. As you already have a hard limit on throughput to not tax your network infrastructure, your argument about directed orders somehow all of a sudden "flooding" things, is very very difficult to follow.