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Date/Time: Fri, 10 May 2024 20:17:15 +0000

Post From: Implied Spreads

[2015-09-08 17:45:22] Link To Thread - Link To Post [Go To First Post]
Trade Nice - Posts: 75
Are the symbols with format for example XXXXX-XXXXX.FUT_SPREAD.EXCHANGE, are these the exchange supplied implied spreads as opposed to mathematical spread of just subtracting one futures contract from another? I mean the pricing value sure looks like the implied, but just wanted to make sure... Also, I realize you are still implementing these, so just to let you know that my graph price is coming out as the cents being the whole number and with following decimal positions being decimal points of the cents, as opposed to $$.cc or indeed just cc I tried a couple of things to reformat it but did not find the right method Date Time Of Last Edit: 2015-09-08 21:39:48