Best futures broker for high volume strategies

[molecool]

So I hacked up this little strategy that runs on a 1-min ES chart and has been returning 4% on average since 2007. It places around 16 trades a day as it plays the swings quite nicely.

Now, this is obviously something I would have to run in an automated fashion and as I'm usually with TOS (not supported) I wonder if any of you have any suggestions as to which broker would be best to serve high volume strategies like this.

Of course I would need decent customer support in case something goes wrong. Otherwise I would appreciate minimal slippage on the ES futures and low commissions - I don't care about services at all.

Any input would be appreciated.

[zweistein]

If you need very low slippage then your strategies should run on the server computer and not on the client computer.
Client computer solutions like NinjaTrader are usually much more flexible and offer more customization possibilites while server solutions like strategyrunner or CQG (not sure here) offer faster executions.

Brokers are all quite good and fast today, as many of them are only introducing brokers (for retail) and rely on the infrastructure of a handful of professional brokerage firms.

regards

[molecool]

Thanks, integrating into a server side framework would be possible but I would prefer running it local. A big concern is commission and the exchange fees. Which of the ones compatible with NT has the lowest volume fees?

[NinjaTrader_Jason]

Hello molecool,

Unfortunately we do not have this information listed on our end - you would need to verify this with the supported broker partners.

A list of supported broker partners can be found at the following link.
http://www.ninjatrader.com/webnew/pa...ng_brokers.htm

[molecool]

Anyone else? I guess I have to call every single firm on the list... sigh....