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realtime info/execution



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Hi, I currently use naq for realtime streaming quotes and time of sales, and Datek for executions. However, it is not the most convenient, because of the time lag between placing the order and getting the best price. I am not ready to go to a Level 11 type of brokerage, because of the higher commission charge, but wonder if there is any online discount broker that combines the real-time quote/time of sales screen with order entry? Thanks, Ketayun Rustom