Support Board
Date/Time: Sun, 15 Jun 2025 07:08:27 +0000
Calendar Spreads are not available.
View Count: 281
| [2025-06-02 02:26:57] |
| User772626 - Posts: 3 |
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Dear Support, please contact me ASAP to set up the Calendar Spreads for futures on CME, NYMEX, ICE US. My current settings do not allow me to create Spreads at all - I can see broken codes only. Best regards, Alex Date Time Of Last Edit: 2025-06-02 07:10:15
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 image (1).png / V - Attached On 2025-06-02 02:24:19 UTC - Size: 130.34 KB - 82 views |
| [2025-06-02 13:45:19] |
| Sierra_Chart Engineering - Posts: 19916 |
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Those are not broken codes. Scroll down the list and you will see calendar spreads in the list. We see you are using CQG. For ICE US you need to use the CQG symbol format: CQG Trading Platform Service: CQG Symbol Format For CME Group follow through the instructions here: Denali Exchange Data Feed: Denali Exchange Traded Spread Data with Trading Service Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-06-02 13:45:27
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| [2025-06-06 17:29:56] |
| User741544 - Posts: 12 |
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Hi. When using Teton service and connected to that feed for execution do you still see and feed same calendar spread symbols from Denali feed and can execute them via one DOM like in sim? Also, broker is telling me there are no credits for calendar margins native in Teton and any margin credit beyond full outright needs to be set by the broker. Thank you. |
| [2025-06-06 18:22:22] |
| Sierra_Chart Engineering - Posts: 19916 |
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Yes as long as they are calendar spreads: do you still see and feed same calendar spread symbols from Denali feed and can execute them via one DOM like in sim?
Although in trade simulation you can trade any type of spread. Also, broker is telling me there are no credits for calendar margins native in Teton and any margin credit beyond full outright needs to be set by the broker. Thank you. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-06-06 20:36:26] |
| User741544 - Posts: 12 |
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Ok that’s what I thought now I’m getting somewhere. Next…say I enter via legged outrights can I exit using the spread market or vice versa and net flat internally?
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| [2025-06-06 20:41:19] |
| User741544 - Posts: 12 |
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Also regarding risk can broker override full exchange margins on summed outrights somehow in the back end since they will know what the true risk of the positions are which will be nowhere near auto liquidation value? Differences can be huge. Just an example 12m SR3 calendar H26-H27 SPANs out at $200 overnight. Summed outright margin is about $1575 and 25% haircut on that spread would be about $394. I can live with that even though well above SPAN but the former I can’t.
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| [2025-06-06 20:54:47] |
| Sierra_Chart Engineering - Posts: 19916 |
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No: Also regarding risk can broker override full exchange margins on summed outrights somehow in the back end since they will know what the true risk of the positions are which will be nowhere near auto liquidation value?
Yes but it will affect margin calculations: say I enter via legged outrights can I exit using the spread market or vice versa and net flat internally?
It also might affect position reporting but we would have to check on that. Does not create a major issue as that can be corrected by the broker but it is something to consider. This may not be a problem at all though. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-06-06 20:55:45
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| [2025-06-09 17:12:15] |
| User741544 - Posts: 12 |
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Thanks but the first answer begs another question. If the clearer has no control over the back end in Teton are you saying all outright margins are full overnight exchange margins and broker can’t put in percentage haircuts or fixed dollar reduced margins by product? Assuming that’s not the case I wonder what the workaround is here? What about using CQG API to execute? I know issues with CQG but I do know they can correctly risk positions but what about practicality within Sierra? If I’m connected to a CQG live feed assume I’m seeing the Denali data and just sending orders that route? But what about symbol matching for outrights and exchange listed spreads from Denali to CQG? Thanks. |
| [2025-06-11 17:29:13] |
| Sierra_Chart Engineering - Posts: 19916 |
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The clearing firm does have full control over margins with Teton order routing: . If the clearer has no control over the back end in Teton are you saying all outright margins are full overnight exchange margins and broker can’t put in percentage haircuts or fixed dollar reduced margins by product?
They can reduce through a percentage, the exchange margin or set a fixed cash value. Yes you can use CQG for spread trading: What about using CQG API to execute? I know issues with CQG but I do know they can correctly risk positions but what about practicality within Sierra? If I’m connected to a CQG live feed assume I’m seeing the Denali data and just sending orders that route? But what about symbol matching for outrights and exchange listed spreads from Denali to CQG? Thanks.
More information about this is here: Denali Exchange Data Feed: Denali Exchange Traded Spread Data with Trading Service There is nothing special you need to do in this regard. This will be handled automatically when using the Denali Exchange Data Feed and CQG: But what about symbol matching for outrights
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-06-11 20:10:41
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