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Hi Leigh, Quite a while ago I looked at MotiveWave and while I was impressed with the program's documentation and having a usable API, I did not go any further with it due to its lack of options support. (I have no interest in things like Elliott Wave). I see that some basic options support is...

Use their market data assistant tool they link from the market data page.

Affordable software with what appears to be a usable options module? Great! I'll be trialing this now.

You don't need the snapshot bundle if you don't want snapshots. You just pay the $1.50 for each tape (NOT each exchange, each tape). Given that the announcement didn't include OPRA, I'm going to assume that OPRA is unchanged.

The "$4.50" we're talking about is NYSE listing ($1.50) + NASDAQ listings ($1.50) + AMEX listings ($1.50). US Securities Snapshot Bundle is not streaming, it's an update-on-demand service. US Value Bundle is what is going away; they are no longer legally able to offer it.

Yeah sorry I was using IB's rather incorrect (as you pointed out) terminology of "alternate NBBO". In reality it's just the best bid/offer from the BATS exchanges.

If you read my very first post in the thread, you'd see I thought quite a bit about it. Not sure how I could be "sensitive" otherwise.

The "old state" was a BATS only data feed. You can't go back to that. It's not allowed by the regulators anymore. If you buy the $4.50 feed (which consists of 3 packages -- NYSE listed quotes, NASDAQ listed quotes, and AMEX listed quotes), you'll get a NBBO from all exchanges. That's a superset...

Maybe you're able to negotiate lower commissions or something, but TD Ameritrade on their website advertises $10/trade. OptionsHouse is indeed $4.95, which happens to be 4.95 times what I normally pay per trade on Interactive Brokers.

Oh please. :rolleyes: Ameritrade etc. don't charge for the data because they cost $8.95 a trade! Go take a look at IB's commissions for comparison. IB doesn't even require you to buy the data if you don't want to. It's certainly not their fault that they're no longer allowed to offer their BATS...

Well, BATS would be a subset of what you're getting (minus AMEX quotes), would it not? NBBO everywhere is NBBO everywhere, BATS included.

The big difference? Well it's pretty clear. Before you could get a BATS-only feed for free. That was good enough for a lot of people, self included. Now you either pay $4.50, or you explicitly request quotes at the rate of $0.01/request (max $1.50 per one of NYSE, NASDAQ, AMEX quotes). Given...

edit the wikipedia page, copy the table minus the header, paste into a file, sed "s/|-//; s/^\t{{[^|]\+\([^}]\+\).*/\1/; /^$/d" | tr "\n" ","

http://lmgtfy.com/?q=option+pricing

To start, probably return taxes to their levels under Eisenhower and invest heavily in obvious growth areas like solar and CRISPR.

With Trump wanting to pretty much destroy the EPA, this might not go anywhere. Probably why the stock is down only 10%.

Your training and test set are the same?! Sorry but that means your model is actually worthless. Having a separate training and test set is like the first thing a machine learning class will teach you.

Was not aware that a C++ API and .NET API were available (though you have to pay for the latter one). I take back what I said about rolling their own language, then. If AmiBroker ever decides to properly support options, I'll be happy to use them. FWIW, being "similar" to C is not good enough...

Puerto Rican statehood has about the same chance of happening as DC statehood while the Republicans control the government: zero. Either one would be adding two Democrat senators and a bunch of Democrat representatives.

None of what you said actually means anything. Standing for innovation vs standing for copying things? WTF is this even supposed to mean? The only thing that matters is how well you can do what you need to do in a platform. Multicharts does support a .NET interface, which I like. Though you can...