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Date/Time: Thu, 16 May 2024 07:00:23 +0000

Post From: ESM24-ESU24.FUT_SPREAD.CME incorrect

[2024-04-02 16:00:07] Link To Thread - Link To Post [Go To First Post]
tdug - Posts: 124
The sierra chart integrated spread for ESM24-ESU24.FUT_SPREAD.CME Front minus back is negative as per the image I have shared as attached. The spread is negative as per CME pricing. Front M contract minus back U contract. Why does sierra chart have the exchange listed spread as positive at 57.50? SC is not pricing this spread correctly. This seems to be the case with all CME Equity index intra spreads. Hopefully there is a simple resolution to this. Thanks Thanks


Screenshot_20240402-165808.png / V - Attached On 2024-04-02 15:58:29 UTC - Size: 448.77 KB - 30 views Attachment Deleted.