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when I was looking for an online broker, I found a message board and which had comparisons. All the online brokers had dissatisfied customers (ETrade had the least)...but in retrospect I realize that most of the complaints were probably made by day traders frustrated that they couldn't buy and sell fast enough. I suspect they are all comparable. I went with Etrade and I am very happy. The commission is higher than Ameritrade (they advertize $14.95 but Nasdaq stocks are $19.95 and I didn't know that until I bought my first stock).

have fun,
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