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POTUS...........

He was a sponsor but is no longer. When you drop your sponsorship, the signatures on the posts are removed. Bob-Still here.

Hi dave. This is Lightspeed TRader. I added two time and sale windows. I configured Time and Sale for only ARCA and Time and Sale2 for only NSDQ.

There is no benefit to comparing the algorithm in one paper trading environment to another. There is less value in comparing sim to real.

This has been asked a number of times. My answer is always the same. Without fear and greed, you have no idea how you will react and make decisions with real money. As for execution prices, you can only simulated good paper trading logic if the trade size is small and you trade only on the open...

Also, the maker-taker option schedule for DMA provides better rebates to priority customers. FSU, I thought VIX options got rid of customer priority with regard to the order book about 2 years ago, when a few customers started to place 10,000 lot orders on the strikes with the most volume...

I have no knowledge of this RFQ system. I can tell you that KCG/Knight had one years ago. The purpose was not to find liquidity but to control order flow and control the payment for order flow model and move it way from the option exchanges. It subjected the orders to a small number of players...

Some brokers have trade desks and offer liquidity to their clients and some route to other brokers to do that. As long as you get the best price available at that time, i’m not sure what the concern is. We have no trade desk that takes positions in any asset class.

Simplemelike asked me to respond to this. This color coding does not exist. Automated trades might have a process to look for order flow and make assumptions about the flow. This has nothing to do with the size of your account or how the order is handled by your broker. Orders are either routed...

I would prefer to discuss that privately as we all have different definitions of retail vs Institutional. It also depends on asset class and what advantages you are focusing on. As that thread was too general I desided not to add to the conversation.

Don't you wonder how they generate revenues?

So, you are not looking for the data, but a source to run your back testing. You can try contacting ORATS. They provide custom services in addition to the stock service, but I expect what you are asking for will be expensive. https://orats.com/ I do not know anything about you and I don't want...

The CBOE is the best source for option data. https://datashop.cboe.com/ https://datashop.cboe.com/option-quotes-intervals-calculations

JKG77, Why don't you contact me directly with my email below to see if we are a good fit. We offer DMA for equities/options on US listed exchanges only with custody at Wedbush Securities. We can provide professional reporting for your admins and provide advisory for your business. Send me...

Try a demo of LS Trader. https://www.lightspeed.com/demo-request/ say you heard about us from Elite Trader so you come up on my console. If you want to give us a try, you can use this promotion, https://www.lightspeed.com/10k-2018/ Email me directly if you have any question.

Bad idea.

Are you charging them fees? Where do you reside? Bob

Sorry, but what is NTM?

How about TQQQ Options.

BUY STOP LIMIT, and set the limit to your order after trigger.