Quote from j_medved:
If you are excluding IB, then try MB Trading - http://www.mbtrading.com
Their commissions are comparable (lower actually).
and yes, they have an API.
The real annoyance with MB is their restricted trading hours for futures.
E-Mini Futures
Trade Futures online through MB Trading Futures using the MBTX smart route.
CME depth of book quotes are available to futures account holders for free. The CME depth-of-book displays up to five price tier levels, where most online brokers only display the best bid/offer.
Trading Hours:
CME: 8:30am to 8:00pm EST*
CBOT: 8:30am to 5:00pm EST
* CME halts trading daily between 4:15pm and 4:30pm and again between 5:30pm and 6:00pm EST.