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    Realtime Data feed for Implied volatility

    You can get stock price, call and put premium, DTE, and dividends with a free brokerage account at Tradier. Streaming limits are around 1,250 symbols (counting both underlying + the options you need), beyond that you might need a specialized data provider or a full feed like NxCore. Stock price...
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    Do all brokers have API?

    There’s no reason a broker has to have an API if they’re not serving HFT, which most retail brokers do not. However, you can automate most brokers using the private API that their mobile app uses or by screen scraping their website.
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    Impact of future events on volatilities (ie. awaiting FDA approval etc.)

    IV will likely be highest on the options expiring immediately following the singular volatility event. So Dec 18 on a monthly or on an earlier weekly option if available. Earlier expirations will not include the event so their IV will be lower and later expirations will spread the singular...
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    Any commission free broker api for automatic trading?

    If you are doing 1k worth of commissions on IB and move it to Robinhood they may take notice and will ask you to stop or get banned.
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    Options requiring 5 cent intervals for me, but apparently not for others?

    If you trade through a platform with payment for order flow, you can get price improvements of a penny or two that won’t get put in the order book but will get reported as a trade.
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    Any commission free broker api for automatic trading?

    Check out Tradier. Free stock trading, $30/mo flat rate option trading. SEC/TAF/etc apply. Cleared through Apex, so some payment for order flow vs IBKR Pro.
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    List of all European exercise cash settled USD-based options

    I'm gathering some data and can't find a comprehensive list of optionable indices and their contract specs. So far I have found: BKX: euro cash DJX: euro cash FAANG: euro cash HGX: euro cash MXEA: euro cash NDX: euro cash NDXP: euro cash NQX: euro cash OEX: american cash OSX: euro cash RLG...
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    Lowest cost per-trade option broker for cheap spreads that's not Robinhood

    I leg into cheap spreads with premiums around $0.01-$0.05. My edge per trade on the whole is pretty low, so I'm on some razor margins, but it's there. I trade around 30k contracts per month. Robinhood has been the cheapest broker I've found, only charging the SEC and FINRA fees of 0.00221%...
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    XMLHttpRequest domain

    Makes sense. I'd check out some of the libraries that give you jQuery-like selectors within your preferred programming language. Java: https://jsoup.org/ Node.js: https://github.com/jsdom/jsdom Python: https://pypi.org/project/beautifulsoup4/ R: https://rdrr.io/cran/rvest/man/html_nodes.html...
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    XMLHttpRequest domain

    Correct, if you're scraping in R you don't need to worry about cross origin settings.
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    XMLHttpRequest domain

    Cross-domain security is an issue if you are reading data from one website while your script is running on another website. If you're sending requests with a non-browser tool or language (e.g. cURL, Python, Node.js) then you can just send the requests. If you're using Chrome, open the developer...
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    Closing a position with terrible spreads

    I tried this, down to $0.05 and still wasn't filled. At that point, I figured there's got to be some way to get more value out of it.
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    Closing a position with terrible spreads

    NBBO was $4 apart. $0 bid and $4 ask, $0.50 bid and $4.50 ask.
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    Closing a position with terrible spreads

    Hi all, I have put debit spreads on TGE for April 17 $19/17 and $18/17. The $19 are now ITM ($18 were until last week). I paid something like $0.01 for them but would love to get something back. Trouble is: the spreads are $4 wide on these contracts, and putting in a close order on the combined...
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    Anyone know how to set a stop loss + take profit order in Interactive Brokers?

    You're looking for a Bracket Order (sometimes called OTOCO--one triggers one cancels other) to set this up on entry or a One Cancels Other if you're already in the position.
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