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Are all your orders CME? Exchange supported spreads? Es options get filled better than nasdaq.

How do you back test or verify on tick level data without knowing coding? I will go out on a limb and say even if programmed perfectly, this will lose money.

How are you defining a tick? Trade price? Bid ask change. Top 5 bids/ask? Data set gets enormous very quickly. There is a quote from a top Google programmer. "I look to solve difficult problems by trying to get 98% of the answer with 2% of the work."

They do not. Free front end and free data for 9 months. Quotes a bit throttled. Good documentation.

Cme direct. They have a template for orders. You need to know a little VBA/ excel

They would be my least favorite.

Dorman. Amp. Advantage. Margin is set at exchange.

In op #2 it refers to front delta needed to be hedged at expiration. How would one calculate that? I'm not big enough for a Nomura account. Anywhere else to find it?

Anyone?

Where can I find or calculate the front delta for expiration? Could be interesting.

First go vertically instead of horizontal. Use another column each for just trough and just peak. Calculate how you like. Finding the first and second value becomes easy.

How are you dividing your series? If can set a max series size, and just make new series as needed, it should be trivial to Calc max/min.

Thanks all. Sorry I didn't respond sooner. I am so sick of TT and CQG they are non starters. Their prices + data feeds + cme autospreader data fees are a non starter. I work with a local FCM. Don't love IB. I have cobbled together something that works for me. Could always be improved...

Anyone use it? I have been very happy with excel order entry and support. I'm looking to automate some more things. Access rest api to submit user defined spreads. Has anyone done this? A very rough autospreader to use with markets that don't have it. Anyone?

I use a 43in tv as a monitor. 4k. It helped me get rid of all monitor stands etc. Works great. Just make sure you video card and cable can support increased resolution.

Options or futures? Equities? Need more info to understand what happened.

What broker are you using?

Options are tough for prop. Either you are well capitalized with an expensive set up for market making, or you are position trading them. The low frequency of position trading makes it hard to accumulate statistical significance.

This is a bit beyond my pay grade, but IV curves normalized at the money across different indexes interested me. Spy vs qqq with 5 dte. Moves expressed in %.

Yeah. I use a 43in tv as a monitor. I love it.