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that is right (example with current values, spread value for 1): ES FOP 20230519 3900 C CME 50 E-mini S&P 500 [EW3K3 C3900, 557297895, mult: 50] ITM $ 112 ES FOP 20230519 3900 P CME 50 E-mini S&P 500 [EW3K3 P3900, 557297927, mult: 50] OTM $ 75 ES FOP...

I will answer partially to give you time to adjust your question. > Which FOPs in terms of underlying would you recommend? I think I already suggested ES. For instance, just as an example about underlying, if you take this put option: ES FOP 20230519 3500 P CME 50 E-mini S&P 500 [EW3K3...

It's not a problem of simple adaptation. Once you define a ticker, it is "fixed" in your platform. You do not change the ticker market (nor you would want to allow that). In case, you change the instrument if you want to trade another exchange. But if they change unilaterally the ticker specs...

Sure! some of those are the "long legs" (high vega) mentioned in the previous post. The "deep red" ones :)

Not weird at all :) Actually, it may create huge troubles for any platform connecting to IB. The reason is that for the data request and other operations you usually use a "ticker", which includes the name of the exchange. (Clearly, it could all be done using "Contract ID" alone, but it is not...

It's time to recap a bit of what we have been doing, so one does not need to read the whole thread to understand if arrived later at the party :) 1. We are using a platform equipped with algorithmic trading scalping algorithms to work on a dynamic folio of ES PUT options. 2. The approach that...

ES fops are the best.

Apologies if I've been almost two weeks without posting anything, but only now can I raise my head from the compiler. In fact, a lot has happened. The most important is the "migration" (on Monday) of instruments from GLOBEX to CME: https://groups.io/g/twsapi/message/50192...

Would you like to give a try to this one (a windows app, best used with 2 screens). No limitations on legs and accepts any arbitrary combination of whatever options: if yes drop me a message: I will send you a download link (in exchange for suggestions for improvements) :) Limited offer...

Not much happening at the moment. PNL around 351K (51.6% funds usage). I am just scalping algorithmically a couple layers, waiting for some more serious move (since we trade only ES (put options), we "diversify" by distancing the "activation" of new layers): ES FUT 202212 GLOBEX 50 E-mini...

I have released 50% of the funds and I am full of long puts, there is no way that they will throw me out. I actually welcome any crash :-)

Sorry, English is not my first language, and I have no idea what that is supposed to mean (?)

Well, if they do not have it, there is no much point in talking about it. If it were in place, I would use it, along with all the other means and features. (Following that line of thought you should not have it in the TWS too, because at any time you can see the margin requirements and decide...

Sure! when I go big I will need a global risk management Director :) Are the dances starting ? :) ES FUT 202212 GLOBEX 50 E-mini S&P 500 [ESZ2, 495512551, mult: 50]

If a feature is in place one might have a chance to take advantage of it. Or else one must rely only on his own code (and hardware). (Which may be as good as it gets, but not always cover all that can happen.) We may all be headed to skid row sometimes in our life. It depends on many factors...

I was looking for the API equivalent of the "set liquidate last" of Interactive Brokers (or a similar feature to control auto-liquidation priority). Does anyone know if this can be also set via API and on which object/method to look for this setting? Thanks

Sure! your warning made me more cautious and contributed to pushing me to define a new option "protective structure" (looking for a better) and release margins (to get ready to "load up" later on). Actually, now with those in place, we are making some money even the way down, before tomorrow's...

While you sleep the mkt is moving ("Money Never Sleeps") :) : ES FUT 202212 GLOBEX 50 E-mini S&P 500 [ESZ2, 495512551, mult: 50] you can see here the "long leg" of our "protective structure" is working fine, sparing us some DD: ES FOP 20230818 4000 P GLOBEX 50...

oh oh, our 7 puts 4000 long start taking fire: Friday may be pretty ugly :)

Following Overnight's concern, it's time to do some "cleaning" and free margins for the next challenges. The "starting situation" is as follows: 84.50% of funds used is a bit too uncomfortable, so let's reduce this figure. First of all, I am shutting down this layer, as the price is now...