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Direct MessagesDate/Time: Sun, 28 Apr 2024 09:01:00 +0000
Post From: Charting Exchange-Traded Futures Spreads
| [2022-02-11 13:21:04] |
| User73053 - Posts: 4 |
|
I understand that the Sierra Chart Data Feeds support Historical and Real-Time data for the CME Group FUTURES SPREAD CONTRACT and strategy contracts. And I was able to chart the example (ZCH19-ZCK19.FUT_SPREAD.CBOT) given in this link: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads Does SC also support exchange traded futures spreads traded on ICE? For example, the following energy spread products: - Brent Crude vs WTI Crude (https://www.theice.com/products/1242/Brent-WTI-Futures-Spread) - Heating Oil vs WTI Crude (https://www.theice.com/products/206/Heating-Oil-WTI-Futures-Crack) - Gasoil vs Brent Crude (https://www.theice.com/products/3545365/Low-Sulphur-Gasoil-Brent-Futures-Crack) - RBOB Gasoline vs WTI Crude (https://www.theice.com/products/236/NYH-RBOB-Gasoline-WTI-Futures-Crack) If so, how do I find these exchange traded symbols please - perhaps you could provide an example? Or, if these symbols are not currently available, please could these be added? It would also be useful to be able to create spread instruments from the outright prices on different exchanges using different sizes on each leg, e.g. 2*Brent Crude - 3*WTI Crude? What is the easiest way to do this please? Note that I have attempted this using one of the (unsupported) studies, but it was very buggy and not successful so I gave up after 2 hours. Although I've been a SC customer for 10+ years, I'm considering other charting products if this is not a SC strength or priority at the moment. Thanks for any help. Ben |