Support Board

Date/Time: Wed, 08 May 2024 20:46:28 +0000

Post From: Futures Spreads symbols, Get Spreads

[2022-03-18 15:55:59] Link To Thread - Link To Post [Go To First Post]
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There's one other note about exchange-traded spread ratios. The CME's ratios do not just factor in point values, as described in the math. I believe they also factor in volatility of each leg so they may or may not match what you'd get doing the math. But again, you only have to figure out your own ratios with non exchange-traded spreads. One last note. In SC, for most of the spreads, both intras and inters are found by clicking on the generic product header under finder Symbol, such as "10Y?##-CBOT" and then the "Get Spreads" button. They're not typically displayed by themselves in the initial list like BOB is. (There's literally hundreds of spreads so that would be overwhelming.)