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Date/Time: Thu, 02 May 2024 02:09:51 +0000



Post From: futures butterfly quotes

[2020-03-08 19:24:57]
arruga - Posts: 249
Here another example not working...

{CL-202007-NYMEX}-{RB-202012-NYMEX}

If I enter the spread as above, it gives me something, but it's wrong...

If I enter the full symbol format, with their multipliers,
{CL-202007-NYMEX-USD-1000}-{RB-202012-NYMEX-USD-42000}
it gives me nothing... nothing

I'm pretty sure it's to do with the multipliers. The original price quotes (from the trading service) come already with a multiplier.
Within the settings for the custom symbol, newly created, there is "source data multiplier" field (default=1), but when there is a spread and the two symbols have different multipliers, how is this dealt with?