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What the hell is the 'Montreal Derivatives Exchange'???? ps.: I'm not asking the question because I don't know what you mean, but because it isn't called like that...;)

Pretty much the same config I'm using as my primary trading rig. Rack or not rack, it's just a matter of physical difference. On a server room, where you have multiple servers, rack is the only choice. If it's not your case, then it doesn't matter. If the price is good, go ahead, but remember...

I'm using a 4 years old Wintel Dell XPS, with 32 Mb of RAM and 12 cores (24 threads). And I'm using LogMeIn as the remote access software.

You can also connect remotely to your home rig. That's what I do. No VPS. I have total control over all gears. Money wise, not sure there is a big difference. But if you want 32 cores and lots of memory, that will not be cheap.

Market Data fees are a big part of the revenue for US stock and options exchanges. Doubt that they will remove that soon.

You list what you want, but not what you offer!!!

Redundancy, back-up, VPS server, were not on my priority list. My first priorities were: 1) Be profitable 2) Minimize period of drawdown. 3) Automate as much as possible I now have my own server at home, with UPS for network gear and server+1 monitor. No automatic backup network link, no...

Is your 'c' and 'n' misplaced on your keyboard???

This is making my day!!!

Not sure that everyone's bad days are the same. A bad day for some may be a good day for other. You'll find your 'bad days' when you backtest. This is not hard. What's hard is to explain why these days were bad for your system and how to identify them in advance.

Very entertaining, but it doesn't show how many chose the coin (of course, that's the goal of this vid). I'd be curious to know the percentage of those who took the bill instead of the gold coin.

Fyi, when I send market orders to the CME, through IB, I'm getting an average of 0.25 secs, between the time the order is sent and the time I receive the fill. Almost never above 0.3 secs.

At the broker and exchange levels, there are no differences. What do you mean exactly by 'a few 1/10 of seconds'? Cause, something like 0.3 secs is not a big deal, meaning if you cannot get that or lower, you have a problem, presuming that your system is fully automated.

What do you mean by 'below intrinsic value'? Unless I misread your post, OTM options have no intrinsic value.

Latency is mostly dependent of the distance. So it is wrong to say that latency is <2ms to anywhere. Unless you have found a way to increase the Lightspeed...

IQFeed is providing that.

Geesh! The bots are active this morning...

Rithmic is not a REST-API like Tradovate like you seem to want. To get more info about Rithmic, you just need to provide your email address and they will send you all the info. You can then try it for free. I have no relation to them. I am just in the process of switching from IB to something...

It depends of your meaning of 'the opening'. I used to work at a place where the opening 'period' was from 9h30 to 9h45. If you think that the opening is, like they say, amateur hour, then it's an additional reason to trade during that time.... You know, 'amateur' is what all the pros are...

Not sure how guys who went short at the opening today are feeling now. There is no guarantee in the markets.