I still haven't decided what to do. Freetrade looks like the best commission structure for me, but it is an Ameritrade company and only accepts cash deposits, not transfers.
Ameritrade fills don't seem to be too bad, I am reconsidering my initial negative impression, but they are definitely posting different from DATEK. I have had to start going up a penny or two above the ask to avoid partial fills and in a quickly moving market the system seems to hold on to the order long enough to get price improvement rather than grabbing the shares that are a penny higher.
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