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Date/Time: Mon, 06 May 2024 11:16:57 +0000



Post From: Problem entering a CME spread trade

[2022-05-23 17:58:28]
User397331 - Posts: 10
I switched to Denali data feed this month and using CQG for trades. I can get Sierra to accept a spread for CBOT corn for july to dec using ZCN22-ZCZ22.FUT_SPREAD.CBOT (from Denali spread symbol) as main symbol and F.US.ZCES2N22 (CQG spreads symbol) for (Trade and Current Quote Symbol) and (Use as Trade only Symbol) checkmarked.

When I do the same thing for CME Live Cattle I get an error reject message.
June to August spread
For symbol LEM22-LEQ22.FUT_SPREAD.CME (Denali spread symbol)
For Trade and Quote Symbol F.US.GLES1M22 (CQG SPREAD SYMBOL) with Use As Trade Only Symbol checked.
Am I doing something wrong? Why does it work for CBOT but not CME?
Thanks