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I placed an order in TOS, that I can observe from IBK as seen below from a friend with IBK (The BID is 0.00 with size 1: That is me, from an order placed in TOS). I would like access to equivalent information from TOS. Anyone know how? Regards, Gary

Ah! Based on that, it does appear that ONE "does" have an opportunity for improvement in their algorithm with TOS, relating to strike availability.

@gariki : Regarding the issue with ONE and missing strike data... {I'm just guessing and curious, but ...} I am guessing the issue only occurs for live data (not related to history), so what is your live data feed? Is the live data from TOS? And if so, does the problem persist after you...

By "dark side", I'm primarily referring to the "curve fitting" conundrum. Where we are aware that we are subject to curve fitting, yet participate anyway, thinking we have a clever angle where our changes are expected to benefit out of sample equally. Determining, then modifications based on...

Curious if others fear the dark side "draw" of using backtesting to improve a trade? PS: Back after another round of Dewars

Regarding you post "... I would like to download it, but when I try to open the attachment nothing happens. " ... Steps: 1) Download the zip file to your disk to a location you can subsequently find. 2) Unzip the file. 3) With TOS running, Import the ".ts" file as shown:

This ThinkScript is a lower study in TOS which displays the contango relationship of the Front and Back month /VX Futures, where the default setting is for Front month to be the 1st avail monthly /VX Fuitures series and the Back month default is 2nd month /VX Futures . Best used with Daily...

For the specific case where you have insight on characteristics of an underlying at a specific date/time in the future, and then you would like a tool to aid in choosing simple defined risk option trade to exploit your "insight" ... I wrote such a tool for my personal use. Am curious if others...

I am unaware of any, but am new to Python myself. However I do believe there is a great deal of interest for this. If you discover something you think has "legs", please post to give others a heads-up! BTW: If you have and like java for GUI, is there not a way to have your cake and eat it too...

status1: The way I handle this for my personal use (not suggesting this is what you should do), is I know what TDA's fee structure is and account for those fees in my processing (do not require the commissions and fees to be in my trade history). -- I simplify to a single cost for the trade...

@status1: When observing the TOS account export file, look in the section titled "Account Trade History" The column titled "Pos Effect" will indicate either "TO CLOSE" or "TO CLOSE" fore every leg of each trade! Not sure where you are looking as even the "Account Order History" section...

link to old CD slack reference: https://capitaldiscussions.slack.com/archives/C7GKD6HPH/p1545873987044500 I've got (post)Christmas present for TOS users. Simple script that was written to save some time and handwork. It's purpose is to automate generation of trades to see how trade looks in TOS...

A few years ago, when I had O.N.E. I had similar issue/desire. At that time ONE did not support viewing pricing earlier in same trading day. I think same is true now, but better to find out from current user. IMO: It would be very costly & difficult for ONE to provide that feature assuming...

A technical issue resulting in Entry reports not going out this AM, and delayed this afternoon. Generating a late session G-Tool report for the Entries now. Pardon the lag. (The Risk Reversal reports were not impacted)

Thx for the feedback MajorTom. 1) Since no one has indicated interest in the Add-On reports, and ... 2) With the recent volatility expansion, the Add-On reports have found no candidates meeting the original specified criteria for a few weeks now. I am suspending their generation/reporting. If...

Is anyone still using these and or find value in them? (The Add-On reports {Originally created as a possible subsequent addition to a RTT position} If there is zero interest, I would like to omit them, but will keep them if they have value. Please post/reply!

Ah! I see your point! I am only capturing during market hours and only evaluate what I captured, so my references to BID/ASK "always" being correct was not comprehensive, and fell short of what you were seeking. (Sorry for the confusion) There are a number of "dangers" in trying to evaluate...

Issue with the 29MAY20 SPX chain preventing the proper analysis of all reports for that expiry (Entry, Addon, and RiskReversals) -- only that expiry is impacted. Looking for root cause. Root cause for Entry reporting issue for 29MAY20 SPX term resolved! ... For the "Static Position" assessment...

That is scary! Was your net liq actually going negative or was that due to "shortcomings" of their code?

Steve Speer wrote a white paper (chain_bootstrap) a few years ago that discussed techniques for deriving proper option IV/greeks for Index products (with a primary emphasis on properly addressing impact of dividends and interest rates). I implement a number of the techniques he discussed. I am...