I left Tradestation last week after just a few months. The $55 per month YM data fee was the final straw for me. Their execution and slippage were horrible. I had many stop market orders that took 5-8 seconds to get filled and with 2-7+ points slippage. I use stop market as I want out quick and can take a few points slippage for that luxury but 5+ points slippage is absurd. And I have a video of one of my 8 second fills.
http://www.trousermusket.com/video/flash.html
I was gonna suck it up and give them 10 trades since I love the platform, the rest of my trades were gonna be on Infinity but I've decided on Think or Swim so I can trade stocks and futures with the same account.
Actually now I'm trying to see what TS overcharged for, I think they dicked my over on commish with BS fees since theres a significant discrepancy. After that I will be closing the account for good.