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Compatibility with EasyLanguage was one of the key reasons I was interested. I hope your experience is an aberration. I'm looking forward to the demo of RT (and hope it supports DTN)!

I'm not sure what you mean by "scaling in". If you're going to write options, it would seem writing them sooner rather than later is better for collecting theta. One way or the other, you're going to have to defend your short strike.

I guess I'm looking at trades from the underlying price-action instead of IV. Seems that the "cause" is the underlying price and the "effect" is IV? Careful. I've lost plenty of money being right about price action, but wrong on volatility. With options, you can't separate the two at all...

It depends on your market view. I sold premium because I felt the market was too worried about coffee (and way overpricing the options). As soon as the IV got sucked out of coffee, I got out and am looking for another opportunity...

I was thinking that the unlimited losses in the short side of the spread really cut into my gains. Well, sure. Selling anything on a move of that magnitude will cut into your gains. The best would have been to just buy the puts. The point of vertical spreads are to reduce cost, vega and theta...

NT real-time? You're a glutten for punishment, aren't you?

one other question, do you need the API to write a software on top it or can be done without it? I think it depends on how you intend to process the data. If you're going to use COM through .NET or TCP/IP through Java or something similar, the API (and more importantly, the support and...

Now, when you say you have a system, you mean your own program? or a feature of IQFEED? My own program built on top of IQFeed. For the sake of clarity, here is a typical historical tick (for WFMI): 2006-07-31 16:00:00,57.54,400,2701862,57.5300,57.5400 In other words, at 16:00:00, a...

Well, on the free and simple side is yahoo, where you can search based upon price, dividends, eps, etc. http://screener.finance.yahoo.com/newscreener.html On the more expensive side is something like trade-ideas.com ($60/mo). It has dozens of pre-built pattern recognition systems (breakout...

I have a system which looks through the day's history of ticks to determine whether a trade went off at the bid or the ask. For each tick, IQFeed will tell you what the trade was, what the bid, ask, bid size, and ask size was. I believe the realtime data is "synchronized" as you suggest, and...

Perhaps a intro would be useful? Your firm's web site isn't terribly informative either. I've heard everything from: A) The prop trader puts up his own money and is 100% responsible for his losses, gets some additional leverage, and shares his winnings 50/50 with the firm. B) The prop...

Had I my way, IB would have all the ags and meats TODAY. :-)

IB does not do floor-traded futures options (except a tiny subset).

That's not super. :-) Try RJ O'Brien (through Tradestation, or directly). I believe they have a $5k opening minimum, will do SPAN margining, and have a $7/pit traded option trade (each way).

Hi Jennie, If you plug in the IV, CBOE's calculator does return the proper option pricing, in my experience. Two possibilities: 1) If you're looking at futures options, there are some complexities that the Black-Scholes model doesn't work so well for. (Black is the typical alternative)...

I'm not sure I understand this statement. DTN doesn't require you to learn C++ at all, but it does require you to have a small client running. The others are similar--just because their base is some other language, the Java APIs are generally quite clean. As a result, DTN definitely has a...

Who's your broker? What commissions are you paying on the floor options? What kind of margin are short corn options using?

You shouldn't have to do anything. If the option was exercised by the purchasor (which is possible if it was "just" out of the money), then you will be long/short a contract (put/call). Generally, it takes a little bit after expiration for option assignment to be settled (IB usually takes...

I've run it under WINE without problem. Still, it's not supported in this configuration, obviously.

DTN has worked great for me. www.iqfeed.net