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Just to clarify, you're inquiring about speed-arb-ing orders in SPX options. Whoever told you this has never looked at the volumes traded. Could it be done? Sure. It's possible. How much of a market could it support? Go and take a look. It'll be you and your Mom. Could you do it with IB? No...

Ronnnnn Swoboda........ Sheeeesh. I'm no sports fan, but if given a multiple-choice test, I could still pick out the line-up/positions of the late-60s Metropolitans......

(They're trying to fight rockin' into it.....!)

I think you mean, "CF-eh"......

A coal-fired powerplant consumes a slurry of powdered coal (and maybe limestone, water, O2, etc) in a 2-3 story cyclone. [pretty pictures here http://thermalscienceapplication.asmedigitalcollection.asme.org/article.aspx?articleid=1469293 ] The ports by which fuel is injected would be akin to...

Pull up the Maturity Date. If you don't know bond mechanics/market, consider an ETF. https://www.google.com/search?q=Puerto+Rico+bond+etf&ie=utf-8&oe=utf-8

Perverse things about option sellers: 1) We *wish* we're wrong; we *hate* being "correct." 2) Working both sides of the market, we have an opportunity to be wrong *twice*. 2434 now. Working hard. LUCK, SKILL, GRACE, PATIENCE to all.

Holy crap! We're pushing 2435 right now. Volume through the day is messssssed-up! The ES for 2 days in a row (That's an end-of-month, and a first-of-month) had half as many contracts as usual in the first 5-10 minutes, and then an additional 50% of usual contracts/minute in the last 3 minutes...

I think the benefits to traders, *and* to IB, are undersold. But I think their "softsell" is also a way to winnow applications to more-serious prospects (who will not be tapping IB resources for outsized chunks of staff time, while generating skinny bits of trading revenue).....

When the time comes, you'll find "client" payments will be untaxed (or, unmolested if an IRA) as a side benefit to them. The data fees de'jure will also go unnoticed. JUST KEEP TRACK OF EVERYTHING. "Phew!" I really think IB undersells all of this stuff.

Eh?

You can't charge fees with F&F, and when you do, you'll be keying in "Professional" fees for data/trading. Not a big deal, but be aware and have your other ducks lined up before you do.

You quoted the only passable paragraph in the entire article. The rest of it is unfounded, or (like the paragraph above) generalizable to any alphabetic professional suffix. (Akin to saying, "All portfolio managers are mammals -- therefore, mammals *suck* at finance and will bring down Western...

Some who have replied to this thread do not understand the very important difference between MID (halfway b/w NBBO bid and ask) and MARK (a rules-based definition that is dependent on immediate-past market behavior, which in a slow or iliquid market will *not* be even *near* the MID). As well...

"Depends." {badda-bump} I'll be here all week.

Yep. It's all good. (A good question to ask! But no, no biggie (of an issue) here.)

cue the....

Whoops. I wuz gonna disagree, but I was reading too fast. (It's the middle of the day, ferchrisakes!) trader2713 said: ...the allure of a perfect entry that maximizes profits... and beerntrading said: ...I take the OK entry that minimizes risk. As the saying goes, beerntrading done nailed it.

Yeahhhhhh -- I made a similar list, which included FB. Honestly, though, I *love* TSLA -- (or better, "TSLA, the message") Had I silly money to pour into it -- well, Hell! I'd be *driving* one. Had a smidge (in $$$ of OPM) that got 'back to' $0 return, and I happily jumped ship. (Message: I'd...

Errrr......Ehhhhhh...... So, like, you don't think "AAPL AMZN FB GOOG NFLX....... "80% of the market rise Q2'16 to Q2'17"......" had anything to do with this rise? I mean, like, *really*? :rolleyes: {OMG. I used another smiley-face-thing. Next thing you know, I'll be trimming down to a...