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Date/Time: Mon, 20 May 2024 10:21:08 +0000



Post From: Intercommodity Spreads (Energy) with SC Exchange Data Feed

[2016-10-01 01:45:37]
User626121 - Posts: 82
Hi,

I updated the symbols settings. ICE Spreads work fine, but CME Spreads won't download (only RB###-HO###.FUT_SPREAD.NYMEX works fine). I noticed that the symbol RBB~.FUT_SPREAD.CBOT is wrong (wrong exchange, it is NYMEX instead of CBOT).

I also found the GlobexProductCode for RBOB WTI Crack Spread (RM) on the CME's website (http://www.cmegroup.com/trading/energy/refined-products/rbob-crack-spread-swap-futures_contract_specifications.html ): It is ARE

Another question:
The symbol format RB###-CL###.FUT_SPREAD.NYMEX for RBOB WTI Crack
and RB###-QA###.FUT_SPREAD.NYMEX for RBOB Brent Crack doesn't work like RB-HO. Why?
Date Time Of Last Edit: 2016-10-01 02:34:18