+10 for Interactive Brokers. I find their software to be average but you can't beat their prices. They charge 0.005$ (half a cent) per share with minimum of 1$

+10 for Interactive Brokers. I find their software to be average but you can't beat their prices. They charge 0.005$ (half a cent) per share with minimum of 1$ commission. So if you trade less than 200 shares, your commission is 1$. If you trade 1000 shares, you pay 5$ in commission. Compare this to other brokers who charge you 9$/trade regardless of your trade size. Also, they are one of the only brokers will EXCELLENT short borrows. There are numerous trading software available in the market who integrate with Interactive Brokers account. I am not affiliated with them in any way, just a very happy customer.