Perhaps I'm not understanding your questions, then, since I tried to lay out exactly what I was asking, including pics and examples, in my earlier...
So...what's the formula and inputs that I need? I'm confused as to whether you're saying that what I've described is something I'll be able to...
So sounds like you're saying that tick-by-tick real-time IV calculations would indeed be too much for Excel to handle? I mean...yes, I made the...
IB's streaming real-time data for Implied-Bid-Volatility and Implied-Bid-Volatility are NOT updated in real-time. (Acc to their CS: "For American...
So...is this basically what stock manipulation looks like or what? Same 1-lots show up on a daily basis and have been for months. Always in last...
Feel free to check it out on your own - security is AYA (on TSX, not US-side). Happened again today, just like it always does. Don't think it's...
Sorry, so I'd meant to reply to this thread with more "evidence" of what this looks like, and sure enough it still happens literally every day at...
But isn't that, if I'm understanding correctly, specifically what's prohibited...? i.e. "Getting MM's to move in response to an order"? If the...
And...to ask a clumsy but necessary question: just what's the principle that enables HFT/MM's to do what is literally illegal for retail investors...
Also, thanks for that link. Eye-opening and...wow, kind of made me really angry. The HFT's and MM's are essentially whining that their super...
So where does that leave my real-number example above, where a MM's algo just leapfrongs my 10 x 0.65 Bid with its own 10 x 0.70 bid (in a...
Yup, that thought crossed my mind as well: i.e. the idea that it's not so much using the 1-lot as a 'trip wire' for some larger order or strategy,...
Not quite sure I understand the question...I'd have to specifically have my eye on the quote monitor when the 1-lots show up to know that (IB has...
I don't, of course, expect to be able to reverse-engineer some masterful investing strategy; but I like understanding things, especially those...
Yes, I understand that (about the large numbers being market makers / computer algos), but it's still somewhat strange that all of the...
Trying to understand what's going on here. I'll be watching the contracts for a given expiry date, and then out of nowhere, a bunch of the Ask...
I'm looking for a simple (program, app, website, Excel document, whatever) that will allow me to plug in inputs including: - # Underlying shares...
There are times in a fast-moving market where I have both open Bids and Offers on the same security (specifically, I'm trading options on the...
Thanks for the answers, all. Your thoughts about the complexity of producing such a feed make sense. Didn't really think of it, since I primarily...
(Specifically I'm interested in the Montreal Options Exchange, and to a lesser extent Toronto exchange, but would be interested in US exchanges...
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