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Date/Time: Fri, 29 Mar 2024 12:14:48 +0000



TWS Implied Spreads for example for CL (Crude Oil)

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[2015-09-06 12:35:57]
Trade Nice - Posts: 75
Is it now possible to chart TWS implied spreads for example for CL (Crude Oil) calendars?

I found a possible reference to this in an earlier forum entry where you said that is was possible to get CME implied spreads from the "SC Exchange Data Feed for CME markets". Do you mean the 'SC Historical and Real Time Exchange Data Feed'?

Do you have examples of implied spread symbols for example for CL20510-CL201511?

Thank you

ps I realize you said it was not implemented for CL yet? Any update when?
Date Time Of Last Edit: 2015-09-06 14:46:58
[2015-09-06 23:15:03]
Sierra Chart Engineering - Posts: 104368
Sierra Chart will never support TWS spreads or strategies. Their symbology is so complex to the point where we will never get involved with it.

The Sierra Chart Real-time and historical Exchange Data Feed will be releasing support for exchange traded spreads from the CME very soon. We have just gotten behind on this because we had to work out some problems related to packet loss first. We expect this to be ready in about two weeks. To some extent it has already been deployed.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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