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If you call them they can issue a temporary key.

Of course but those seasonal patterns should mostly be secondary this year in my opinion as the drought has overwhelmed everything. It is not new crop / old crop that has dragged the deferred months to these ridiculous heights. In fact the distinctness of the new crop is the very reason that...

Any hints as to what we might look into - for example, calendar spreads, butterflies, gamma scalping?

By the way I looked at Soy and Corn and, unlike Wheat, they have not yet started to come down much in the deferred months, although the deferred months never rose as much as the close months either.

Just short 2013 or 2014 Wheat futures. Better yet, use options - sell Oct. puts and buy 2013 puts. Obviously the only reason they are where they are is because of the current drought, which as you point out is not a good reason.

You have the choice of sweeping idle cash to your futures account or to your stock account. If you only trading stocks and stock options, the obvious choice is the default, keep all cash in your stock account and sweep any idle cash to it. That way SIPC insurance applies.

The point I was making is just that some brokers who have been investing their customer segregated funds in higher yield investments may withdraw from the business or raise fees. I am just saying watch out for that, not that it is a bad thing! Marginally profitable brokers will become even...

Excellent. I am thinking of using Hoadley as an interim step toward eventually developing my own real-time environment that would later have more spread capabilities, searching for anomalies, etc.

CTS T4 is supported by many futures brokers and you can trade all of them out of the one login.

You could just use the approach of http://www.hoadley.net/options/develtoolsOCFileGen.htm to start. Write out the data from the IB spreadsheet, then you can import it into Hoadley with a button click.

I just omit the bid and ask and it does use the settlement ("Last") in that case.

I think it should work with effort. If you can get it into Excel one way or another, then worst case you can dump it out in his format and then reimport it onto his pages...or hopefully just copy it over within Excel......

Thanks for the details. I think the salesman was just trying to sell you on his regular product. Just because Hoadley can use real-time data doesn't mean he needs it. End of day snapshots off the CME web site would be fine. As he says, the best way is if data is all taken at the same...

He may be the designated sales contact for 89 minor products and not be familiar with each one. Why don't you email that quote to Hoadley and ask him to comment? All we are looking for is the daily settlement prices for each strike. How could they mess that up? They are right on the...

It's probably good enough for this purpose. All you need is current day values - you do not need historical data. The tool will display current implied volatility over many strikes. You can easily see any discrepancies.

http://www.interactivebrokers.com/en/software/pdfhighlights/PDF-PortfolioMargin.php "In some circumstances, Portfolio Margin can result in a greater margin requirement than Reg T; for example, if your portfolio is overly concentrated or contains positions that have experienced significant...

The interest would be approximately zero on the kind of conservative investments the CME would make.

Also the CFTC change (if it really does go through later this year) is going to require brokers to post vastly larger security deposits (aka margin) with their clearing broker or the exchange. This will greatly reduce the customer cash left with the broker to "invest" for the benefit of the...

To start, you do not necessarily need a database. I can see that some people would use one though to good advantage. I did not. You can just write out all the data to a flat file using the API. After all, you do not need historical data - just data from today. However to be honest it...

When Hoadley says that he does not support importing IB futures options chains, he just means out-of-the box without additional effort. There is nothing to prevent a user from doing it with their own code if they can produce a flat file with the information, which is an extremely simple...