Hello, I am interested in hearing from anyone who has done self-implemented, fully automated options trading. In other words, you write a program that runs on your computer and uses a broker's API to acquire real-time market data and submit option orders, unattended. My question is not about the strategy aspect but about technical and regulatory feasibility. It seems this is difficult because of CBOE Rule 6.8A prohibiting generation of option orders without manual intervention. On the other hand, CBOE already proposed years ago to eliminate this rule (www.sec.gov/rules/sro/cboe/34-51030.pdf), but I can't find whether the SEC approved, so I assume the rule is still on the books. If CBOE is out, is anyone successfully using the Philadelphia Stock Exchange or even foreign markets for fully automated options trading? If you have actually been able to trade equity/index options on any market with no manual intervention: What broker and API do you use? What instruments do you typically trade (equity versus index options)? Are you satisfied overall with the process and are there pitfalls (speaking only of getting things to work technically)? If you trade on CBOE, how does your broker handle Rule 6.8A? Thanks very much!