[voiceclonr]

Interactive brokers for automatic trading. You would also need to backtest your algorithms, so depending on the granularity, you would need to shell out decent bucks. Daily data or minute data is easy - but if you need Tick data, it gets very expensive (IQFeed is the one I've used in the past). But the most important question is why ?

The only ones who make money in the market are arbitration traders (HFT types) or those who just happen to be on the right side of market. As an individual investor, you will spend lot of time and money to get your systems running - but market conditions will change dramatically and all your backtest algorithms will become irrelevant.