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by OldSchool 4831 days ago
If you're looking to do API trading as a retail customer, Interactive Brokers is the best I've found. 1/2 cent per share per trade with a $1 minimum commission per trade.

A downside is that they are between you and the exchanges at least when you use their SMART routing, so I get the impression your fills will be optimized for their benefit (via their Timber Hill subsidiary), not yours. Years ago, you could get filled substantially better than your limit order especially at the open for example, but no more.