There is a lot more than just commissions and data feeds to consider. The first thing I look at is the financials of the broker and their compliance/regulatory track record. Who cares if you save a few dollars but lose your account if the broker goes under - it happens. Pay attention to the column 'Excess Net Capital' - this is the brokers safety net - the smaller the more vulnerable you are.
http://www.cftc.gov/idc/groups/public/@financialdataforfcms/documents/file/fcmdata0716.pdf
http://www.cftc.gov/idc/groups/public/@financialdataforfcms/documents/file/fcmdata0716.pdf
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