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Direct MessagesDate/Time: Tue, 07 May 2024 19:53:44 +0000
Post From: CL Calendar Spread
| [2019-01-12 19:25:17] |
| Chad - Posts: 231 |
|
Hi SCE, Continuing on this inquiry...you mentioned that the user cannot search/list for the futures spread symbols in a sub-instance...can a full list of spread symbols be found by requesting them through the DTC-Server instance? Also, are parameters to receive the following data for each individual futures contract available through DTC-Server as well? 1) expiration date 2) open interest Lastly, is the 'Multiplier' parameter (i.e. in the 'Difference' study) available here too? For example, if I wanted to receive historical price bars for a NYMEX crack spread but need to spec a multiplier for the Gasoline leg/contract relative to the WTI Crude leg. |