Help choosing an online broker

["Adrian Michel" <michel@xxxxxxxxxxx>]

Hi everybody,

My current broker is making major changes to their communications protocols
and this has renedered my automatic trading software unusable - I wrote my
trading software by reverse-engineering some of their proprietary and
undocumented protocols.

Anybody has any suggestions for a good online broker that has low
commissions, fast execution, good customer service and very importantly, a
public and well documented trading/quotes API for automated trading?

I came across Trade Wall Street, an online broker, which seems to be a
decent one. They charge $6 one way commission across the board and they
offer a direct access API to their systems, but could not find references on
the web about them. Anybody on this forum has used them?

Any help would be much appreciated.

Thanks

Adrian