Support Board
Date/Time: Thu, 30 Apr 2026 04:53:55 +0000
Post From: Native NYMEX calendar spread position/PnL display with Teton/Sierra Chart simulator
| [2026-04-28 16:23:00] |
| User445870 - Posts: 1 |
|
Hello Sierra Chart Support, I am evaluating Sierra Chart with Teton order routing through EdgeClear for trading native exchange-listed NYMEX energy calendar spreads. My main concern is position reporting and floating PnL display for native calendar spreads. I previously tested native crude oil calendar spreads in another platform/environment, and the active position appeared to be counted both as the native spread and as individual outright legs. This caused the floating PnL/risk display to look duplicated or overstated while the spread was open, even though the closed trade later appeared as a spread trade. I want to avoid that behavior. Could you please clarify the following for Sierra Chart + Teton: 1. For native exchange-listed NYMEX calendar spreads such as CLV26-CLX26, CLQ26-CLU26, NG calendar spreads, RB calendar spreads, and HO calendar spreads, does Sierra Chart display the active position as one native spread position, or does it also display the outright legs separately? 2. In the Trade Positions window and Trade Activity Log, will the floating PnL be based on the native spread position only, or can it show both the spread and the individual legs at the same time? 3. Does Sierra Chart’s internal trade simulator correctly simulate native exchange-listed calendar spread order entry, position display, and floating PnL when live market data is enabled? 4. What is the correct Sierra Chart symbol format for standard NYMEX crude oil calendar spreads, for example CLV26-CLX26? Also, what is the correct format for NG, RB, and HO calendar spreads? 5. Are there any Sierra Chart settings needed to ensure native exchange-listed spreads are displayed and simulated correctly? 6. If the broker uses Teton, does the broker need to enable each calendar spread symbol individually, or can all NYMEX energy calendar spreads be enabled through a broader account/template setting? My goal is to trade the native exchange calendar spread itself, not synthetic outright legs, and to ensure that position display and floating PnL do not double-count the spread and legs. Thank you. |