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Date/Time: Fri, 10 May 2024 01:42:25 +0000

Post From: Implied Spreads

[2015-09-08 22:58:18] Link To Thread - Link To Post [Go To First Post]
Trade Nice - Posts: 75
1) Yes, your fix has certainly improved the scale format on what I had before which for example showed ($)0.68 as 68.000. It is now just showing the cents, formatted XX, so now the ($)0.68 is showing as 68. But spreads can easily move out more than a dollar and back again. I tried another spread symbol which currently has a spread of greater than a dollar and it comes out formatted XXX, so for example a spread of ($)3.00 would now show as 300. 2) On your point: "XXXXX-XXXXX.FUT_SPREAD.EXCHANGE symbols are exchange traded spreads." It would be good to see where the spec of the spread symbol data in order to see if it is spread calculated data or 'implied spread' data? An 'implied spread' is based on the actual real tradeable ask bid at the exchange specific to a spread trade, and makes it possible to go long or short the spread in for example, two futures contracts, with just one trade. A spread price which is not an 'implied spread' is only indicative of the spread value since it is only based on the differential of the two future contracts, the differential obtained by subtracting one futures price from the other. The size at the ask bid for an 'implied spread' will also be substantially different from the size of the two separate futures contracts. Date Time Of Last Edit: 2015-09-08 23:00:10