what's a low cost reliable broker for futures

What do you guys think about trading with Tradestation? They charge $5 for RT, and require $5k min to open an account. I wonder how reliable is their platform. If I have an account with them I pay only $100 a month and I'll have charts plus the ability to backtest.

I still don't understand these extra data fees.

What is market depth? Is their any benefits of using it?
 
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