Quote from thegazelle:
Trading futures with MB should be done with caution when using the data feeds. CS is top notch, though.
Think or Swim offers futures, although the commissions are steep, and they are mainly options. Both MB and TOS clear through Penson, so perhaps you should look specifically for brokers that clear through Penson, to see if they offer it.
I think the best things they offer are the software, and the web based trading platform. CS is also a step above the rest.