I am an IB user that oftens scalps, and am planning to switch because:
1. IB does not have real time Time & Sales (to guage actual current buying/selling intensity)
2. IB's Market Depth and therefore the Bid/Ask sizes in BookTrader have not been working correctly for almost three months (which I use to guage potential buying/selling interest at key support levels, despite MM games).
IB's customer support was downright rude when I tried to tell them of the missing bid/ask sizes in BookTrader. After 4 weeks of phone calls, I finally posted to EliteTrader which got IB to acknowledge the problem. That was over a month ago, and the problem is still not fixed. Apparently BookTrader is not used by many (a surprise to me) so I think they have given fixing this their lowest priority. I always thought of IB as a top broker but their lack of interest in fixing this after THREE MONTHS amazes me. Sure, it may not be used by many, but if the feature is there, it should work.
But I will admit that for the active trader, IB's Buttons and/or HotKeys give you easy to use instant, one-click entry with bracket orders functionality. But be careful of new TWS releases, I've had to reinstall older versions three times in the last 6 months. Most recently they tried to implement multitple target exits and it was full of bugs.
So I'm now in search of a broker with the same HotKey / Button features as IB, but with real time Time & Sales, and a Dome (BookTrader) order entry system that accurately displays market depth. With IB's market depth data not working, a 3rd party front end will not help.