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To read and Plot data in Python: import pandas as pd df=pd.read_csv('..../Downloads/SPX_Options_30DEC2022_5S') df['SPX'].plot() #to Plot SPX chart

Hello, I recorded SPX Option table for 30DEC2022, 5 Second resolution, from TOS OnDemand function, please feel free to try it , and leave comments about quality of the data, anything I can add to it to improve.? The Idea is to use it for backtesting Option related strategy. The file is 35MB in...

Because AAPL and SPX are highly correlated, I want to sell ATM call options in AAPL and buy ATM 1 call option SPX, both are 50 delta, cant figure it out , how many AAPL calls I need to make the position neutral, do I use underlying price ratio or call option price ratio? The Idea is to sell...

I tryed pinging IB servers from https://www.speedytradingservers.com, its 1ms!! Maybe this will be interesting to you. They have free 7 days demo too.

This is small video showing T&S displayed by IQfeed, thats what you want?

Which way to go if I want to count how many ticks are executed per second?

Sample video showing DTN IQfeed for AAPL

I have some result , I was able to read Price from TOS using C++ Check this link:

Tdameritrade API dont work with TOS!

Thank you for your reply, Im familiar with RTD, but certain things mainly Barnumber,TickNumber are not possible to read with RTD/Excel (Tell me how otherwise) My goal to calculate ticks per second to time the beginning of the move. Thank you again for offering help, will talk to you later...

Will this work for Thinkorswim Canada?

This Video Shows Visual C++ reading SPY price from Thinkorswim (TOS) Trading platform, directly from RAM. Anybody has a different approach?

I keep them for couple of days only, in case something interesting happens in the market, and i need to review it.

The other way to have multiple PC's running multiple TOS, which is doable. How many stock tickers you want to record? I can try that on my setup.

Im doing the same thing using excel spreadsheet with small VBA routine connected to Thinkorswim using RTD function,resolution 1second. Im recording SPX full option table with all greeks, around 10 strikes for the whole day. It could be done for more than one Ticker, but for the whole market...

Hello, I dont Have PI, but was thinking to dublicate my setup im running on Windows PC: I bought bunch of laptops with damaged screens,wifi capable on Ebay capable of running almost any windows software, price is cheap no more than $50. Install VNC server on each one for remote connection.FREE...

Dear Rob, Do you Accept Canadian customers, main interest SPX Options and /ES Futures

Hi all, I have in mind the following strategy, Selling weakly SPX options straddle, on last day of expiration, and hedging with 1 /ES contract if the price of SPX aproaches breakeven points, if trend continue past breakeven, do nothing. If trend reverses remove /ES hedge, and so on. Straddle...

9/Feb/2017 BOT +2 IRON CONDOR WDC 100 17 FEB 17 85/90/75/70 CALL/PUT @.54 SOLD -1 IRON CONDOR HTZ 100 17 MAR 17 20/25/20/15 CALL/PUT @2.75 SOLD -1 IRON CONDOR HTZ 100 17 MAR 17 20/25/20/15 CALL/PUT @2.75 10/Feb/2017 BOT +1 IRON CONDOR YELP 100 17 FEB 17 50/55/32/27 CALL/PUT @.10 BOT +1 IRON...

2/Feb/2017 SOLD -2 VERTICAL WDC 100 17 FEB 17 75/70 PUT @.38 BOT +1 IRON CONDOR MOS 100 17 FEB 17 36/38/25/23 CALL/PUT @.08 SOLD -1 IRON CONDOR BBY 100 17 MAR 17 50/55/35/30 CALL/PUT @.80 SOLD -1 IRON CONDOR CMG 100 (Weeklys) 3 FEB 17 457.5/462.5/380/375 CALL/PUT @.48 BOT +1 GPRO 100 (Weeklys) 3...