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Re:Show HN: Optimized trading algorithms using IPython paral... by vshastry on Monday March 25, 2013 @01:27PM (#5438274)
Commissions are the same as your E*TRADE account; list price is $9.99 for equities although if you are doing higher volumes you can negotiate discounts ($7.99 if you do 150 trades / quarter, and call them up if you are doing a lot of trades for lower pricing).

Data: https://developer.etrade.com/ctnt/dev-portal/getDetail?conte...

There's also a call for data on option chains.

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