Now, this is obviously something I would have to run in an automated fashion and as I'm usually with TOS (not supported) I wonder if any of you have any suggestions as to which broker would be best to serve high volume strategies like this.
Of course I would need decent customer support in case something goes wrong. Otherwise I would appreciate minimal slippage on the ES futures and low commissions - I don't care about services at all.
Any input would be appreciated.
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