Quote from dmo:
You could also consider choosing a data provider and an execution provider separately, to get the best of each and not have to compromise.
For example, e-signal has full option chain capabilities. You could pay for their datafeed in order to evaluate options. For the execution you could then choose whatever company provides the best execution, even if their datafeed capabilities are not that great.
Yes. I've thought about this and may end up going this route. My suspicion is that there will be (a) lack of synchronicity between quote sources and a possible consequent slippage and (b) having to reconstruct a trade that I have designed on my own software in the broker's trading app opening up the likelihood of errors and missing an opportunity that has critical timing.