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Date/Time: Tue, 23 Apr 2024 01:03:02 +0000

Post From: Unable to access exchange traded bond spreads

[2022-05-10 19:45:40]
User474198 - Posts: 5
I switched to Teton order routing today with my broker EdgeClear. During the switch, I lost access to several of the CME's exchange traded bond futures spreads. Before today, I had Denali data service and had delayed data. Using the delayed data, I had set up charts for several exchange traded spreads. Today I followed the instructions for setting up Teton, including updating the platform, switching the Data/Trade Services from "SC Data - All Services" to "Teton CME Order Routing", and updating the symbols list from the server, etc.

Once I finished these steps, most contracts started getting live data and I saw the [M] in the charts, everything seemed to be working. However I noticed that several charts of exchange spreads stopped updating at all (before they were updating with 10/15 min delayed data). I tried to create new charts by going to "Find Symbol" -> "CBOT - Futures." That list previously had the exchange spreads, but now all spreads disappeared from the list except for 2 (the NOB spread (NOB 05-02 M22.FUT_SPREAD.CME) and the BOB spread (BOB 02-01 M22.FUT_SPREAD.CME) are still there and work). The other spreads, such as the FYT, FOB, TUB, etc. are no longer available, but were available this morning before I switched to the Teton setup.

I tried following the instructions from the Exchange Traded Spreads topic from here (Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads) but when I select a contract such as ZF and click "Get Spreads" it lists several calendar spreads but none of the exchange traded inter-commodity spreads like FYT (which is 3*ZF - 2*ZN).

How can I get the exchange traded spreads such as FYT back?

Thank you for the help,