Support Board
Date/Time: Wed, 25 Jun 2025 12:29:00 +0000
Post From: Teton Order Routing Risk Management
| [2022-01-03 15:51:53] |
| User992529 - Posts: 32 |
|
Also, for reference in your documentation you mention it's hard to assess margin for options (on futures), however the CME SPAN parameters are available on HTTP/FTP/DataMine: https://www.cmegroup.com/notices/clearing/2021/12/Chadv21-471.html https://www.cmegroup.com/clearing/files/span-methodology.pdf |