[mrbaseball]

Since you are in Chicago for the absolute lowest transaction costs you could go to the belly of the beast. Check out what kind of deal you can get from some of the clearing firms at the CBOT or CME. The front end trading platform will cost about two hundred to fifteen hundred a month depending on your needs. The more expensive front ends include auto-spreading and auto-trading functions that will automatically leg differnet spreads and strategies for you. The less expensive ones means you must manually enter each order. But the "juice" will be significantly lower than any of those retail outlets and it's the "juice" that will kill you in this racket.

But if you are just going to be an ocassional part time trader with a small amount of transactions if may not work out making retail a better choice. However if you plan to burn 'em and churn 'em all day long you should definitely contact some clearing firms.