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Date/Time: Thu, 02 May 2024 20:11:52 +0000



Post From: Exchange trades spreads delta

[2018-07-11 17:51:26]
User312162 - Posts: 40
I can't get exchange traded spreads cumulative delta, ask volume-bid volume, etc for things like soybeans, corn, and wheat spreads.

For example: a Daily chart of the exchange traded Nov18-Nov19 soybeans spread has over 400 days worth of data, if i change it to intraday daily, it has about 10 days and the volume is different. I know you can see delta on historical daily charts.

It would be great to get support for delta on these spreads and contracts further out than the front month...like up to end of 2019.

Thanks