I used TD Ameritrade.. The only down side is they sometimes wont allow trading of some stocks due to some black list or something .. but I think this is true of most of the larger companies. Cost wise.. I pay 5.00 per trade flat fee.. that's it.
I use there streamer suite and some of there other tools.. There sink or swim app is very good and In my opinion over complicated and the charts don't work well for penny stocks..so I just use the streamer suite.. Trade Architect looks interesting.. but for some reason because I'm behind a proxy server/ firewall.it cant communicate correctly.. so again.. I just use the Streamer Suite 2.0.. seems to work pretty good.
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