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Full-service brokers usually offer that type of service but I can't help you on that one. Unregulated/unliquid markets are not my cup of tea. There is so many opportunities out there besides delisted stocks.

Do you want to trade IPO's or delisted stocks?

MM positions are netted, meaning when they buy, they open a position, when they sell, they close a position. Your math in the OI variation is wrong. When you open and close a position, the OI variation from your trades is zero. For the counterparts, it's either +2 (both were openiong), 0 (one...

You're referring to 'Grey Sheets', right?

You don't open a position when you buy, and you don't close a position when you sell, except if you are a Market Maker (that what's 'netted' means). You open when your trade (or order) is flagged as 'Open' (buy or sell) and you close when your trade (or order) is flagged as 'Close' (buy or...

This is not totally true. Market maker positions are netted at the OCC. And more, if you close your position, your counterpart does not need to be the same 'person' as the one who were there when you opened it. That's what a clearing house is used for. When you opened and closed a position...

These are basic concepts of option trading. Better understanding them before going forward. Just my 2 cents.

Yes, their API fee is 300$/yr and their base subscription is for 500 symbols, but you can get 500 additional symbol for 50$/month more. For all listed symbols it might cost you an arm and a leg...

Are you referring to historical tick data with timestamp in microsecond?

I know, but we cannot go back in 'real-time mode' to confim this.

I've checked my IQFeed historical tick data for AAPL on June 7th and I don't see any gap.

All Trades that go on 'the tape' are coming from the exchanges, not from brokers. Brokers need to report all trades that they do internally and the exchanges then broadcast them, by using their timestamps, not the timestamp of the brokers. Seeing that many 'out-of-sequence' trade is abnormal...

'Normal' is what you would expect, i.e., all trades in sequence of time. Trades are generally broadcast by exchanges when they are executed. The timestamps that you are showing in your AAPL examples, are they the official exchange timestamp?

It's not normal. I concur with Robert M.

It's not the size of the account that matters, but the traded volume. An account of 1m could trade more than an account of 100m.

Dell don't make their own RAM. +1 for NewEgg. Good price and good service if something goes wrong. Just make sure to buy the right RAM type.

Huhhh???? What's 1.2$? Like one dollar and 20 cents?

As Andersen said, SPX options and ES options don't have the same underlying. One is the index and the other one the future.

If you have a trading strategy that's working on the SPY, it would probably works also for the ES. Same underlying. Same market driven. A simple backtest would confirm this.

You're right! I'm more used to calculate it over many trades. Over just 1 trade seems a bit odd...