What does "You are trying to submit an order without having market data for this instrument" mean?

Yes, you can log in to your live and paper accounts simultaneously. However, you can only get market data on both if you are logged in on the same computer (assuming you are subscribed to live market data). If you are logged into both accounts on separate computers, you will only receive data on the live account…

You must fund your live account according to the market data subscription minimum and maintenance equity balance requirements and subscribe to a live market data package in order to receive live market data in your paper trading account.

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It is not possible to early exercise a Future Option using the Option Exercise Tool. In order to request an exercise, you must submit a written request via the Message Center…

You can clear your order log in the Market Depth Trader by clicking the Orders menu option followed by Clear Log. Please note, this will clear your order log immediately without a confirmation message…