Stanislav

@Djtux, thanks for clarifying that Robinhood does not use Apex anymore. I actually checked Robinhood web site before posting my reply, and found they mention Apex (https://robinhood.com/us/en/support/articles/360001215203/common-tax-questions/). But I did not notice they wrote in one of the answers they started to use Robinhood Securities as their clearing platform in 2018. Well, this is a big warning sign. As Apex is quite respectful firm that exists many years. And who knows what Robinhood Securities is - looks like an affiliated firm with Robinhood brokerage. So effectively they are self-clearing now.

@sdrgay, does Robinhood offer desktop platform for option trading? Or do they still only allow trading from a mobile app? I think the absence of desktop app can be a deal breaker for most of the folks here who actively trade options. As for vulnerability, Robinhood uses Apex as their clearing firm. The same do other firms offering commission free US option trading: Tradier, TastyWorks e.t.c. So your money are actually handled by Apex. The level of funds security should be almost the same among mentioned brokers.

@Christof+, yes, old little programming trick with LongPtr. My version should work on 32-bit versions of Excel too. All my modifications are backward compatible with 32-bit builds, and I didn't change output file format (so it should work on pre-Excel 2019 versions). Probably it's worth checking - if this sheet works fine with your Excel 32-bit version, you can keep only one version on the website.

@Christof+, I took a quick look at your free tool - nice idea and implementation! Although TWS API is quite slow to return data history. Here are a few changes to add support for 64-bit Excel (I tried this on Excel 2019 64-bit): 1. Change GetTimeZoneInformation() return type to Long: 2. Change variable types to hold GetTickCount() value to LongPtr in TakeNap(): 3. I also had to type 127.0.0.1 to the Host field on General page. With empty host the ActiveX control did not want to connect to TWS. So I suggest setting this field to 127.0.0.1 by default. 4. Plus I disabled the annoying message that ChartAffair Key is invalid, as it appreared too often. I attached Excel sheet with my modifications - probably would be helpful to someone. Chartaffair Real-Time RV Tool.xlsm

@nlesko1988, with zero commissions you can use SPY to replicate SPX trades (just do 10 SPY lots for every 1 SPX lot). Even considering exchange and regulatory fees you'll probably pay less commissions for 10 SPY lots than using other broker that supports SPX and has higher commision rate (plus 0.60 exchange fee for SPX).

I updated TradeLogIB to support modern TWS / TWS API versions and added a support for automatic UTC to Local Time Zone conversion: https://github.com/stenri/TradeLogIB Check "TradeLogIB 4.0 notes" section documentation for a details on updating the script and TWS.

@Christof+, sad to hear you decided to discontinue www.art-of.trading - it is really good free service for evaluating SO strategies. But it is nice to hear you finally ready to provide a professional paid service!

@BlackBat, yes I see the similar issue with some trades older than a fews days. Looks like TWS reports commissions prior to reporting the trade itself (prior to reporting execution). And ib_insync does not like it. Do you encounter this issue with "todays" trades? If not, we can ignore this issue for now, as usual workflow is to import the trades into ONE or some other software right after the trade is made.

@BlackBat, My previous post turned out to be incorrect. I retested everything with TWS API 973.02, 973.05, 973.07 and TWS 968, 972.1m (can not test on TWS 973 as I only use standalone builds which do not update automatically). I found I've just forgot to set Master ClientId in TWS configuration and TradeLogIB.py to match, as outlined in TradeLogIB documentation. After I fixed Master ClientId on my test TWS installation, commissions started to show up in TradeLogIB.csv output file. Here is the setup with most recent versions I tested to work ok on Windows: TWS API 973.07 ib_insync v0.9.27 (commit 0924e7ebd62182640f3181b4d5d0f782251010dc) TradeLogIB.py (commit a76e1df1bdcbe993114847e965a546a709b7870c) NOTE: I've changed a one line in TradeLogIB.py to force it to work with latest ib_insync package. Please, get the latest copy.

UPD: The info below turned out to be incorrect. Please, ignore it. @BlackBat, by the way, I can confirm TradeLogIB.py works correctly with TWS API 973.02 + older ib_insync build + TWS 968. And I experience the same issues with commissions being zero on TWS API 973.05 + recent ib_insync from master branch + TWS 968. So, either TWS API 973.05 or new ib_insync package is broken. TWS itself does not seem to be responsible. Unfortunately I do not have enough time to investigate the issue further myself right now. If you do find out the details, please, let me know.

No, that's not the case. Being non-US resident I successfully opened Tradier account with $40/mo flat fee in Feb of this year.

@rigulator, Tradier opens accounts for non-USA residents. Contact their support by e-mail and ask them if they open account for your country residents. Also note that broker has to identify its clients, so you can not pretend you are US resident by using US-postal address-service.

@BlackBat, yes I use ib_insync in some of my scripts, but not for automated backtesting or anything such complex.

@BlackBat, I did not test TradeLogIB.py on Linux and I did not update ib_insync for some time. So I do not know how TradeLogIB works with recent ib_insync versions. I attached ib_insync library files that I use (I have ib_insync subfolder in the location where I store TradeLogIB.py, so Python uses ib_insync from this folder instead of system-wide version). Also, make sure you configured "Mosaic / TradeLog and set "Show trades for: Last 7 days" in TWS" as described in TradeLogIB documenation. ib_insync.zip

No. I trade via Interactive Brokers. Dropped Tradier + ONE for now as I found this configuration to be not very convenient for me. So I decided to wait till ONE fully supports Tradier vs order management (modifying and canceling active orders).

@Javier, if TWS+ONE and TWS+TradeLogIB work by themselves, and only all three components - TWS+ONE+TradeLogIB - do not work together, I'd guess this is clientId conflict. So you need to change ClientId in ONE to something other than your current setting (TradeLogIB needs clientId to be the same as "master client id" configured in TWS as described in TradeLogIB documentation). Also, in case of any troubles with TradeLogIB.py script, you can add --logLevel=20 to the command line: python.exe TradeLogIB.py --daemon --logLevel=20 This creates TradeLogIB.log log file which you can inspect and get an idea what exactly goes wrong in TradeLogIB.

@Javier, you need to run the following command from %TWS_API_ROOT%\source\pythonclient\ folder to install IB API Python bindings: > setup.py install where %TWS_API_ROOT% is the root directory of you IB API installation (usually "C:\TWS API"). Looks like I forgot to mention this step in the TradeLogIB documentation. Going to fix it later.

@Javier, ib_insync is an extension module for Python 3.x. You need to install it once, and then forget it (so you only run TWS, ONE and TradeLogIB.py on day-to-day basis). To install ib_insync, you can either unpack ib_insync-master.zip into the folder with TradeLogIB.py script, and get the following directory structure: ib_insync ib.py objects.py ... TradeLogIB.py This will install ib_insync for use for TradeLogIB.py exclusively. TradeLogIB.py as any python script looks for the extension modules in the current directory. OR You can use the command "pip install ib_insync" to install the module system-wide. The command "pip3 install ib_insync" is from ib_insync package documentation. Actually in Anaconda there is no pip3 command, but the usual pip. NOTE: If you still can not find pip command, it is located in the <AnacondaRoot>\Scripts\pip.exe. So, check your PATH environment variable, or just go to this folder and run command from there.

I've been contacted by ONE support and they offered me to test their new beta version with direct Tradier integration (no web browser anymore). Looks like ONE now sends orders directly to Tradier without intermediate browser web page. But after that orders are still supposed to be managed in Tradier web console. So the same troubles as before if user wants to modify order price/quantity - cancel order, model and send a new one. At least they are improving Tradier integration - no intermediate Internet Explorer browser web page anymore. But it is not what I was hoping for.. P.S. I can not test all this completely for sure, as my Tradier account is at zero balance now. So I can only send an order which Tradier system then rejects. UPD: Asked ONE support, they said native Tradier order management is being actively developed, and is going to be the part of upcoming release. So the future is bright, and we'll have ONE+Tradier usable at some point.

I fixed --daemon mode in TradeLogIB.py and made some tests. Daemon mode now really works, so you can run: TradeLogIB.py --daemon And scripts sits in memory and automatically updates TradeLog.csv file when new fills are received in TWS. All you need is to import trades into ONE. Even less work than before.

Being non-US resident I successfully opened an account in Tradier 1-2 weeks ago. So I confirm, it can be done. Just contact their support. I transfered a small amount of money to Tradier the day before the market crashed. I found I personally do not like TradeHawk platform as it uses too much CPU. So decided to wait while ONE creates better Tradier support. Andy told me they are testing a beta version with native Tradier integration (no Internet Explorer anymore). This gives some hope ONE + Tradier becames usable solution soon. For now I returned the money to IB (mostly need more margin there, but now is waiting for ONE to better support Tradier as well).

I canceled my CML subscription last summer after using it for a couple of days for exactly same reasons. Their backtesting is not very convincing, most of the recommendations they publish are bullish trades - with bull market not surprising this works. The backtester itself is very basic, lacks much of the functionality real option backtester needs. And, as @krisbee mentioned most of CML research is freely available online anyway.

@mustafaoe, yes current TradeHawk Pro subscription costs $59. As far as I know initial $49 price is no longer available - that was an unofficial price some people got before TradeHawk put official TradeHawk Pro offering on Tradier web site.

UPD: I've just received notification with reply from Tradier support: "This is already available in our latest beta release. Please contact our support department for download instructions. Thank you.". Cool!

2All ONE customers: I filed a Feature Request to ONE to calculate automatically "To Open" / "To Close" based on Pos column for all legs when ONE sends an order to Tradier. Please, vote for the feature. Let's make ONE a little bit more Tradier-friendly. P.S. I found TradeHawk eats too much CPU, so did not like it much. Decided to use ONE to trade both IB and Tradier accounts. Tradier: automatically set "Buy to Close", "Sell To Close" for closing legs.