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Date/Time: Mon, 20 May 2024 10:04:09 +0000

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

[2016-10-07 13:54:54] Link To Thread - Link To Post [Go To First Post]
User626121 - Posts: 82
RBB seems to be the CME Clearport product, which only has block trade volume. The Globex traded spread symbol for SC should be RBZ16-QAZ16.FUT_SPREAD.NYMEX for Brent (BZ) Spread and RBZ16-CLZ16.FUT_SPREAD.NYMEX for WTI (CL) Spread?! But they don't work either. RBZ16-HOZ16.FUT_SPREAD.NYMEX is the correct symbol for the Globex traded RBOB Heating Oil Spread (correct volume etc.). This works fine with SC. Date Time Of Last Edit: 2016-10-07 13:59:54