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May I ask where you got that figure?

Just found this. http://www.cmegroup.com/market-data/e-quotes.html?redirect=/market-data/real-time-quotes/index.html After testing, you can get this from the software your trade through.

Thank you.

Not for free, as the CME charges for RT MD, but why can't you get that from your broker on your platform with an API. We offer Real Tick with API, not free. We also offer many other platforms like CQG API. Bob

If you are not going to make trading decisions on your own, have you considered using a CTA or RIA and just make an allaoction?

https://marketchameleon.com/Calendar/Earnings

With this one, you need two symbols. https://www.portfoliovisualizer.com/asset-correlations

Interesting question, for a pairs trade?

I would never set a stop or stop limit order for ETH. You have no protection and can get false moves. If you are that concerned about an event, watch your screen at that time. I have seen 5 point moves on 200 shares on $35 stocks that were not relevant to what happens 2 minutes later.

Good question. I'm not sure Realtick or CQG, two platforms that we can offer this on, are capable of calculating margin on spreads. CQG would have a better chance of it. I'd have to ask.

No, it must be a house rule that they only want DT. Iron beam only has $3.6mm in net cap. They have to meet your margin overnight with 8% of their capital. They can't do that for a lot of clients. We can offer up to 25% of SPAN margin if approved by risk and SPAN over-night for accounts of $25K...

I misread the post. I thought it was about options on VIX.

I have no idea who Generic Trade is or their policies. The Clearing exchanges require their margin requirement at the end of session. What your broker allows during the day is up to them. Your FCM or broker can add to exchange margin overnight to reduce risk and their capital requirements. They...

Then IB must have a broker in the crowd. The CBOE and other brokers told me that is the only way to do that, unless there has been a change in policy. It promotes the use of members.

That is where your ETB list comes from, the clearing broker not your prop firm.

What clearing firm do they use?

Thank you for your responses.

I agree, but what price do you assume? Do you use the middle point of the NBBO or worst case being the offer for buy orders and the bid for sell orders?

How valuable and accurate do you find backtesting options strategies? I believe that looking at old bid/ask spreads makes it difficult to make assumptions on where and when you can find liquidity. And, the bigger your AUM, the larger the transactions size and the more uncertainty.

We can do Pegged order on Lightspeed Trader: https://download.lightspeed.com/LSTPeggedOrdersMemo.pdf Bob