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OK I was getting the supposed close values from IB's "Close" price shown in TWS but they were wrong. They have now updated them to show the values you cite. Well, as you point out, those are at least monotonic but still very strange from a logical point of view. Copper drops sharply...

Both the exchange and Interactive Brokers seem to use extremely dubious pricing of copper options. For example, the close in December Options was supposedly: 5.1 call .0065 5.2 call .0040 5.25 call .0030 5.3 call .0040 etc. Oh really! Of course they are just using the last...

At IB you can trade futures in the IRA and you can avoid the 3-day hold on stock trades. So I think IB is the best choice. Maybe TOS too - I do not know. Almost all other brokers, though, will not allow futures trades except with an expensive third-party custodian and insist on the 3...

Outstanding - I appreciate it. I will focus on those as a priority.

OK sorry about that - you do mention the Nymex Heating Oil Crack Spread versus the ICE Gas/Oil Crack Spread but in another context, not mean reversion. Some trades you have referred to in connection with mean reversion are multiple instrument spread positions like butterflys, condors, and...

I do not intend to do high-frequency trading. Obviously that is not feasible for me. It would be closer to trades that might last a few days with mechanically-assisted entry and exit and position monitoring.

I realized he was being being ironic. I am also aware of Amaranth although I did not recognize the reference here. Very good! Of course they had lots of opportunity to get out and failed to do so. Well I am only looking into this. It does not have to just be too legs. I take it...

I would rather trade mean reversion / reversals if possible. I take it from your comments that the crack spread might not be good for that. Maybe the natural gas inter-month spreads would be better as per the other post?

Thanks very much! I am pasting charts of a number of these below (sorry for the gaps). Is March/April too volatile in general? The hourly does not look too bad in the limited period below for trading mean reversion. Daily March 12 / April 12 Hourly March 12 / April 12 Daily Oct...

Fantastic, guys! I was thinking of cracks and will look closely at them now. Thanks!

I pretty well have and these posts are outstanding and do give me some ideas, but most of bone's spreads currently seem to be slightly longer duration than I might want for automated trading.

Would anyone be able to suggest a good energy (or other) spread trade to automate for automated day-trading? I am writing software to do automated trading. I do not need to know how to trade the spread - I can figure out that for myself - just the suggestion of a spread or spreads or even...

Maybe trade through a prop. firm.

Open a dispute in the IB ticket system. This is a separate department and category in the ticket system. This is not the same thing as opening it as a trade issue.

If IB (or equivalent for another broker), file a formal complaint in the trouble ticket system. This is a separate category and is a prerequisite in any case to going to arbitration. This is not the same thing as opening a trade issue ticket which you have likely already done. It goes to...

True, it is mainly going to be of use in the case of isolated problems. I think all such policies will have global limits though. Theoretically the best thing would be to deposit T-Bills instead of cash. IB requires USD one million before they will accept them. Some other brokers...

Do you think that TT has more instruments than Rithmic? I guess that some of the foreign ones may be academic because most U.S. users would not be allowed to trade many of them anyway under S.E.C and CFTC restrictions....

These three have global infrastructures and I think all three have their own direct connectivity to Eurex so all three of CQG, TT and Rithmic at least should be good choices. Most of them have connectivity architecture details on their web sites that you could look at. I am sure you could...

It is per account but there are also limits on the whole firm as described on the IB site.

Not at all. TT, CQG and Rithmic are completely separate and unrelated execution and connectivity infrastructures with their own connectivity and colocations at major exchanges worldwide. Rithmic and Zen use the same Rithmic code but different infrastructures so they would be compared on...