EXHIBIT 23.1 CONSENT OF INDEPENDENT CERTIFIED PUBLIC ACCOUNTANTS We consent to the incorporation by reference in each of the Registration Statement (Form S-8 No. 333-53222), Registration Statement (Form S-8 No. 333-86968) and the Registration Statement (Form S-3 No. 333-107079) pertaining to TradeStation Group, Inc. of our report dated January 23, 2004, with respect to the consolidated financial statements of TradeStation Group, Inc. included in the Form 10-K for the year ended December 31, 2003. /s/ Ernst & Young LLP Fort Lauderdale, Florida, March 10, 2004.