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So does DXFeed (if by "Level 2" you mean the BBO data). In fact, from looking at the genealogy of the two companies, I suspect that DXFeed provides the data for TOS.

Three scenarios 1. You have 200 shares of IVV, current price $462. You sell calls with a strike price of 462 at $10 - you get $2000. At expiration, the stock is $470. Your shares are taken away at 462 (not at 474) - you get 462*200 = $92,400. Your total is 92,400+2000 = 94,400 2. You have 200...

You live by the sword, you die by the sword. If you're in full censorship mode on your platform, you're liable for what is posted.

I don't know about others - in the one I showed any parameter can be adjusted and the resulting curves will change.

something like this? It is available in the free MedvedTrader version.

Which is a completely separate entity, not sharing the exchange.

... that doesn't accept US clients.

Oh definitely if you don't need real time data you can get away with getting 1d candles from some free sources.

I don't know how much IB would charge for 3000 simultaneous tickers, but it wouldn't be cheap and may not even be possible (and I would very much doubt that TWS could actually handle that). Polygon - I doubt you'll be able to get 3000 tickers for the $29 "Developer" sub they show. Next up is a...

dxFeed

Is this about MT? Yes - first month is free. In fact it is free after first month as well, with some limitations.

We (Medved Trader) made efficiency a priority from the start. The application is fully multithreaded, all the charts/indicators/scans/alerts are state machines, and displaying 100 charts is no problem. We are also very mindful of memory efficiency. But it does complicate things when you write...

It is a hassle to write all the infrastructure (like connecting to a data source, parsing the results and doing an efficient result processing architecture that won't bog down on a big data pipe). For example, if you do "fetch real-time data, send them to the [SQLite] database, then read...

hm is that volume on bid/ask per price level on each candle?

What are "teardrop candles"?

Right now it depends mostly on dxFeed. They have to do some housekeeping things, landing page etc.

dxFeed provides very good RT data from what I have seen so far, including BBO and Nasdaq Total View for US stocks (the subs are a la carte, so you sub to what you want).

I think it is really up to you. Some feeds do not take sub-round-lot trades into account. Some do. I would take them into account - especially on expensive stocks, 100 shares is a big $ amount so people do trade less than round lots, even professionals.

We're not getting the whole (and very rarely get even a partial) truth about anything. That's just an axiom.

I am wrapping up implementation of dxFeed in Medved Trader. Yes, CTAUTP subsription to dxFeed will send you true BBO.