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Good point :) I am able to choose, so which one should I choose? CBOE? I should mention that I trade 1-4 contracts per order on liquid contracts, so size is not an issue.

Hello, I use resting limit orders and don't move them during the day. Obviously, I want to get the best rebate, but not if the fill rate is going to be awful. Any suggestions which choice from below is a good balance? For socks I use "Highest Volume Exchange With Rebate" which usually goes...

No incentive to do that. It’s more than good enough for the type of trading their customers do. They have no interest attracting HFT type of traders. I wouldn’t be surprised if they shut it down, which would be a real shame.

So with a part of my “income generation” portfolio, I sell a 60DTE SPY put every week. The idea is to diversify by distance and durations. If volatility spikes, I will try to extend both distance and duration because I am still getting paid “enough”. The problem comes with environment we find...

So does this mean you try to avoid assignment? I was under the impression that the longer duration, the easier it is to roll. You are saying the opposite? Will you roll both legs of your calendar or only the short one? Would the roll result in net credit? Sorry, lots of questions :) My “fear”...

I was not being sarcastic. Specifically, I am curious how people deal with position sizing and durations.

Wow, would appreciate a few pointers!

YouTube maniacs ok?

Lol, the findings of our study is that you need to pay for our research to achieve outstanding returns

Another one of “my guys” talking about dangers of the wheel. Skip to minute 34

Automated, yes. Having edge, doubtful. Although, I am not sure how PA is defined exactly. Are you saying there are robust purely TA based automated systems?

The sad part is that Pilygon (or any provider) actually getting binary integer values and convert them to asciii floating point. The wasted cycles could be better spent mining BTC :)

Even the damn logs are laughing at me. LOL

For whatever it's worth, I see below printed in the API log prior to me bouncing TWS. 2021-04-14 13:28:53.819 [MW] INFO [JTS-ushmdsListenerS4-101] - The Socket data buffer has grown to 188743 bytes 2021-04-14 13:28:53.876 [MW] INFO [JTS-usfarmDispatcherS3-114] - [54321:151:151:1:0:46:6:INFO]...

I had no issues on TOS and my second instance of TWS (w/o COIN) was fine. I suspect it’s API related.

Are you running on VPS and you want to be as efficient as possible? Otherwise, it should be easy to dedicate another pc for parsing and reformatting.

Once COIN started trading my TWS hung. I had to kill and restart. After restart everything was working until I subscribed to COIN (TnS, level2, 1min chart, api data). It hung again. Anyone else experienced this? I also noticed that TnS was moving unusually fast as though it was not paced.

I am a prospective client, so I want to talk about my situation. Should not take more than 30 minutes. When I called, I got impression that they are overwhelmed with current and new clients. I will try again after May, once the filing deadlines are over.

Yes, I know, but I wanted to speak to someone who can answer specifics, like how much will you charge me? I don't think I need to pay for such query.

Yeah I called them and got some gate keeper who just told me to schedule paid session. I don't think I should be paying for offering them my business.