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Date/Time: Wed, 01 May 2024 23:36:51 +0000

Post From: futures butterfly quotes

[2020-02-04 06:50:29] Link To Thread - Link To Post [Go To First Post]
arruga - Posts: 249
It's worked fine for the most part... However here's an example in which I'm getting wrong pricing: 2*{ZC-202007-ECBOT}-{LE-202010-GLOBEX} This is an inter-commodity spread. The underlyings trade in different exchanges, have different multipliers and different trading hours. I wonder it any of these would cause something not work quite rightly? I haven't modified any of the multiplier settings when creating the symbol Bottom line, I'm not getting the right spread pricing... I don't know what's being calculated Please advise thanks