Support Board
Date/Time: Thu, 03 Jul 2025 08:20:32 +0000
Post From: Spread Order Entry spread price seems wrong
| [2021-01-05 13:17:06] |
| weav - Posts: 46 |
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Hi I am charting a spread, Feb Heating Oil (GHOG21) - Feb Gasoline (GRBG21). At time or writing HO price = 1.4848, RB price = 1.3956. The contract multiplier's are both 42,000, i.e. both contracts are for 42,000 gallons. I would expect the dollar value of the spread to be 1.4848 x 42,000 - 1.3956 x 42000 = 3,746 (at time of writing). But when I use Spread Order Entry study and enable the setting "Use Full contract value for spread prices" set to "Yes" the value is set to approximately 62,000 quite a bit different from 3,800ish. How has the spread price (full contract value) been calculated? It seems wrong to me for these contracts. (unless i am doing something wrong) http://www.sierrachart.com/image.php?Image=1609851819249.png thanks Aaron |