Also better to put some of the option striks in play, on a list before trading, if scalping. So no need to wait for the lag in poplating the option chain. However some trading platforms are faster than others.
It's got to be an issue with their options data feed. I trade a lot of intraday stocks, time critical, on Fidelity ATP and it's excellent. Comparable fills to ThinkOrSwim. Alienware Aurora R16 Intel(R) Core(TM) i9-14900KF 3.20 GHz 64.0 GB (63.7 GB usable)
I don't know how many columns of associated option data you are using i.e Greeks, IV, Volume, Open Interest, Intrinsic, Extrinsic data etc. but option chains will load faster with fewer of these data sets. Also, minimizing the number of strikes to your needs will also improve refresh rates. Just a thought.
What’s the intraday leverage with a typical clearing firm - if it’s like 500 per contract doesn’t that take leverage to 590x on margin?
Say someone threw 25k into a commodities / futures account and simply was going to trade equity indices- what’s a daily average take for someone who can actually trade well. What’s like, for instance, size traded, average points, or is there a program or something one could Download so that they could back test? Do programs exist for pattern / TA based back testing since it’s so subjective? I am a professionally licensed stock rep so I can’t just trade futures and even day trading stocks gets the attention of compliance so it’s a continuously lingering question as to how to show myself / gather data on this. Any thoughts are appreciated.