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Insightful.

Heed your own advice.

Whether you condense or not results in the same outcome in terms of P&L. Test both.

You seem vexed, Argent.

Margins are set by the exchange and then by your broker. TOS/TD is a retail broker, they're not known for their futures side, and accordingly probably have higher margins/commissions. Initial margin on IB to trade the Z11/Z12 spread is $1750 and maintenance $1300. Find a new broker.

This is a synthetic put, fyi. You can accomplish the same risk, reward just being long a put of the same strike that you're considering for the call.

You broken clocks come out of the woodwork the minute the market makes you right.

Top: Oct Gold/Plat Spread Mid: Front ES Low: Front Crude

Link?

If you're hedged, it shouldn't be brutal?

Ratio'd call (put) spreads on ultra shorts (longs).

Heech is correct, you do for a spec account. Hedgers need less.

It's actually between winter and summer seasonal strips. Shoulder months for winter are Nov/Mar and for summer, April/Oct. You asked the same question and I answered it then too: http://www.elitetrader.com/vb/showthread.php?s=&threadid=222904&perpage=6&highlight=shoulder&pagenumber=2

Patsystems/Orc/Bloomberg.

Interactive Broker

Non compatible order type?

http://www.institutionalinvestor.com/Article.aspx?ArticleID=2873201&LS=EMS551964

Nymex: GC, MGC LIFFE: ZG, YG HKFE: GLD

I have no programming experience, it's all done by my IT partners. My needs are met by Excel for formulas, my only issue is the stability of Excel with large data. It makes working through TAQ data very tedious. Appreciate the help everyone.

Thank you both. The data is usually several day's worth or 24 hours of TAQ data, so it does take some work to clean it up and make it presentable. But even 1 million+ rows can be malleable.