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What country are the owners from? Will you have a real address in the USA? Will you have a bank account in the USA? These are some of the questions I would ask to see if we are a good fit. You can contact me directly if you wish.

Monitor news, risk, order flow for changes in my model. I was also able to do manual trading outside the 12 symbols I was registered with. I also did some pairs trading I.E. convertible A stock vs nonconvertible B stock and Warrants vs stock.

10K2022, all year. REBATES56, only this week.

Very similar to the 10K2022, except there is no $10,000 credit limit and you can fund with $10,000 vs $25,000. https://www.lightspeed.com/10k-2022-promo/

https://pages.lightspeed.com/promo-50-percent-unlimited-rebates-on-equity-and-options-commission?hs_preview=QIINScwo-65143054171

When you enter a spread order, it goes out as one order. When executed, it is a number of single legs after. Closing any leg that day counts as a day trade. Closing a 4 legged spread would be 4 day trades.

This is an Exchange/ECN restriction. The reason for is to limit complaints and market manipulation in off hours when liquidity is limited and Regulation NMS might not be enforced. What I suggest my clients do is use a limit order no more than 10% away from last price, as any more will be...

Not with a SPAC. SPAC can't be created with a target acquisition.

You can lose everything, if you are the company being acquired by the SPAC and the they do not buy you, and you depended on the funds to operate.

I'll assume you are asking about the counter party to the order from the customer. If you send an order that is marketable (Market order, buy on the ask or sell on the bid) it will vary. Very liquid, active symbols might have a lot of limit orders on the book from customers in 50 delta and less...

I know you are a IB hardcore loyal customer. I respect that. I'm not suggesting that sammybea switch to Lightspeed or you. I'm saying that I would prefer Live Streaming data, that you refer to as tick data, if I were an active trader. CQG provides that. So does TT, Rithmic, T4, CME Direct, and...

You do not consider that a lag with todays fast moving futures? Position trading, I guess not. Scalping?

Maybe you should consider a futures broker that offers future software and has a futures focus. You might see a difference, or not. Hard for me to judge the speed, reliability, and margin consistency for your broker versus using CQG or CQG routing and data for your Sierra charts.

I guess it is software dependent but the CME will hold stop and stop limit orders on their server.

For futures, no. Only LVX works for our clients with custody at IB. The majority of our Business by far is at Wedbush Securities and wedbush futures.

Try a demo of https://www.cqg.com/products/cqg-desktop

We have a great relationship with Silexx but it would require a clearing relationship through Lightspeed to Wedbush.

I'm going to opt out of the discussion after this comment. There is no way you have the same entry and exit points when real money is not on the line. I'm not talking about slippage or the difference between the logic of the SIM vs real life liquidity and market impact. I am referring again to...

IB uses their own model while other broker use the mid-point and then display their estimate of that IVOl based an assumption of interest and dividend flows. I'm not sure you can get what you want without accepting the assumptions of another service provider.

IMO, a paper-trading/demo/Sim environment has value to get comfortable with software or a new asset class. Sim executions are often not the same as real and more importantly, Sim has no sense of fear and greed. For a manual trader, the decisions you make are just not the same. For an automated...