Support Board
Date/Time: Tue, 24 Dec 2024 02:31:33 +0000
IB Intercommodity Exchange Traded Spreads
View Count: 10049
[2015-09-16 16:47:17] |
User626121 - Posts: 82 |
Hi, Interactivebrokers offers Intercommodity Spreads for Energy products (e.g. RB-HO Spread). Can I display a chart / DOM for IB IC Spreads with SC? What is the symbol format? Thanks |
[2015-09-16 18:31:40] |
Sierra Chart Engineering - Posts: 104368 |
No, these are not supported in Sierra Chart with Interactive Brokers. You can manually create a spread chart by using the Difference study. Or you can use the spread contracts available with the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed 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 |
[2015-09-18 21:11:37] |
i960 - Posts: 360 |
These are *not* IB specific spreads. They're exchange traded spreads. IB simply lists them as "inter-commodity spread" for the convenience of TWS users adding a new symbol. If Sierra supports exchange traded spreads then there's no reason they cannot support these spreads as well. The CQG symbol for RB-HO would be RBEHOE or ENQHO, one of which is a crack spread. Even barchart has these spreads (http://www.barchart.com/commodityfutures/Gasoline_RBOB_Futures/futspreads/RBV15) available. There are probably a 100+ native exchange traded spreads for energy related products. Same thing with grains (corn vs wheat), meat (live cattle vs lean hogs), soybeans (beans vs meal vs oil), etc. Calendars are only a partial picture, and many people are trading the intercommodity spreads - they're not just some niche interest. From looking at the RB spreads available via SC exchange data it does appear these are available - so is this another case of "purchase Sierra's data"? I don't see the crack spreads. I also don't see any support for butterfly spreads (which are exchange native for many CME and some ICE products). Date Time Of Last Edit: 2015-09-18 21:22:42
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[2015-09-18 22:10:48] |
Sierra Chart Engineering - Posts: 104368 |
We will not support exchange traded spreads with Interactive Brokers. The specifications are too complex. Each leg has to be individually specified.
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 |
[2015-09-19 02:49:40] |
i960 - Posts: 360 |
Yes, that seems reasonable to me, honestly. Still an issue with crack spreads and butterfly spreads though. |
[2015-09-20 00:59:02] |
Sierra Chart Engineering - Posts: 104368 |
Please give us links to the CME specification for the crack and butterfly spreads. We may not be tracking those particular symbols. Regarding Interactive Brokers spreads, possibly we could support just simple spreads when there are only two legs. But we tend to think a lot users are going to have trouble with the symbols and they will be rather long. 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 |
[2015-09-23 23:39:16] |
i960 - Posts: 360 |
That's the problem. I don't know the internal security code CME uses - and in all likelihood it's not a specific code but a composite code used by Globex. Barchart also has this data - if you look up something like RB* and choose "spread quotes" you'll see these: Example: http://www.barchart.com/commodityfutures/Gasoline_RBOB_Futures/futspreads/RBV15/RBV15 Globex docs show this: http://www.cmegroup.com/confluence/display/EPICSANDBOX/Implied+Intercommodity+Ratio+Spreads General spreads overview: http://www.cmegroup.com/confluence/display/EPICSANDBOX/Futures+Spreads The issue here is that if there is a market for it, Globex will use implied prices to basically imply an instrument - such that one can trade these complex spreads without having to autospread/leg-in everything. I believe ICE does the same thing. Here's a list of CQG symbols showing the various non-calendar exchange-supported spreads out there: FEUB Eurex Bundle Euribor 3-month
EDAB Globex Bundle Eurodollar GEBB Globex Bundle Euribor QSAB ICE Basildon Bundle Short Sterling 3-Month LEDB ICE Futures Europe Bundle Eurodollar KWEL CBOT/Globex Butterfly Wheat ZCEL CBOT/Globex Butterfly Corn ZLEL CBOT/Globex Butterfly Soybean Oil ZMEL CBOT/Globex Butterfly Soybean Meal ZOEL CBOT/Globex Butterfly Oats ZQEL CBOT/Globex Butterfly Fed Funs 30-Day ZREL CBOT/Globex Butterfly Rough Rice ZSEL CBOT/Globex Butterfly Soybeans ZWAL CBOT/Globex Butterfly Wheat OQL Dubai Mercantile Exchange/Globex Butterfly Oman Crude Oil EDAL Globex Butterfly Eurodollar 3-Month LIBOR GEBL Globex Butterfly Euribor GFL Globex Butterfly Feeder Cattle GLEL Globex Butterfly Live Cattle HEL Globex Butterfly Lean Hogs QEAL3 ICE Basildon Butterfly Euribor 3-Month QSAL3 ICE Basildon Butterfly Short Sterling 3-Month ENL ICE Futures Europe Butterfly ICE NYH (RBOB) Gasoline ETL ICE Futures Europe Butterfly WTI Light Sweet Crude Oil LEDL ICE Futures Europe Butterfly Eurodollar QHOL ICE Futures Europe Butterfly Heating Oil WMEL Minneapolis Grain Exchange (MGEX Butterfly Hard Red Spring Wheat BXAL Montreal Exchange (BdM) Butterfly 3-Month Bankers Acceptance All Session BZL NYMEX/Globex (NYMEXG) Butterfly Brent Crude Financial (Last Day) CLEL NYMEX/Globex (NYMEXG) Butterfly Crude Oil HOEL NYMEX/Globex (NYMEXG) Butterfly NY Harbor ULSD RBEL NYMEX/Globex (NYMEXG) Butterfly NY Harbor RBOB Gasoline QNAL ICE Basildon Butterfly spread Euroswiss 3 Month ZQEC CBOT/Globex Condor Fed Funds 30-Day EDAC Globex Condor Eurodollar ETC ICE Futures Europe Condor WTI Light Sweet Crude Oil ENET ICE Futures Europe Crack (RBOB) Gasoline/WTI ENQO ICE Futures Europe Crack NYH (RBOB) Gasoline/Brent Futures ETQO ICE Futures Europe Crack ICE Brent/WTI QHOET ICE Futures Europe Crack ICE Heating Oil/WTI QHOQO ICE Futures Europe Crack Heating Oil/Brent Crude Oil QPBNX ICE Futures Europe Crack Gasoil/Brent NX Futures QPQO ICE Futures Europe Crack ICE Gasoil Futures HOECLE NYMEX/Globex (NYMEXG) Crack NY Harbor ULSD/WTI Crude RBECLE NYMEX/Globex (NYMEXG) Crack RBOB/WTI Crude RBEHOE NYMEX/Globex (NYMEXG) Crack RBOB/NY Harbor ULSD SOM,SOM01,SOMI01 CBOT/Globex Crush Soybean EDAD Globex Double Butterfly Eurodollar KEZWI0 CBOT/Globex Inter-exchange spread KCBOT/CBOT Wheat KEZWI1 CBOT/Globex Inter-exchange spread KCBOT/CBOT Wheat Offset MWWI0 CBOT/Globex Inter-exchange spread MGEX/CBOT Wheat MWWI1 CBOT/Globex Inter-exchange spread MGEX/CBOT Wheat Offset MWWW CBOT/Globex Inter-exchange spread MGEX/CBOT Wheat Reverse MKEWI1 Minneapolis Grain Exchange (MGEX Inter-exchange spread MGEX/KCBOT Wheat Reverse IES MWKE Minneapolis Grain Exchange (MGEX Inter-exchange spread MGEX/KCBOT Wheat IES MWWI0 Minneapolis Grain Exchange (MGEX Inter-exchange spread MGEX/CBOT Wheat IES AFBASM ASX 24 Intercommodity spread EA Feed Barley/Australian Sorghum AFBAWM ASX 24 Intercommodity spread EA Feed Barley/NSW Wheat ASMAWM ASX 24 Intercommodity spread Australian Sorghum/NSW Wheat GNBN ASX 24 Intercommodity spread NSW $300 Cap v. Base Load GQBQ ASX 24 Intercommodity spread QLD $300Cap v. Base Load GSBS ASX 24 Intercommodity spread SA $300 Cap v. Base Load GVBV ASX 24 Intercommodity spread VIC $300 Cap v. Base Load WAWAWM ASX 24 Intercommodity spread Western Wheat/Milling Wheat XTYT ASX 24 Intercommodity spread AU 10-Year Bond-3-Year Bond YI14I ASX 24 Intercommodity spread AU 3-Year Bond-90-Day BnkAccBill YI15I ASX 24 Intercommodity spread AU 3-Year Bond-90-Day BnkAccBill YI16I ASX 24 Intercommodity spread AU 3-Year Bond-90-Day BnkAccBill YI17I ASX 24 Intercommodity spread AU 3-Year Bond-90-Day BnkAccBill YI18I ASX 24 Intercommodity spread AU 3-Year Bond-90-Day BnkAccBill YI19I ASX 24 Intercommodity spread AU 3-Year Bond-90-Day BnkAccBill FVAF1U CBOT/Globex Intercommodity spread 5-Year Treasury Note/5-Year USD IRS KWEZCE CBOT/Globex Intercommodity spread KC HRW Wheat v. Corn NBY CBOT/Globex Intercommodity spread NBY (10-Year/30-Year) New Ratio TFY CBOT/Globex Intercommodity spread TFY (2-Year v. 5-Year) TYAN1U CBOT/Globex Intercommodity spread 10-Year Treasury Note/10-Year USD IRS TYT CBOT/Globex Intercommodity spread 2-Year/3-Year ULAB1U CBOT/Globex Intercommodity spread Ultra T-Bond/30 Year USD IRS ZWAZCE CBOT/Globex Intercommodity spread Wheat/Corn BZDZG Dubai Mercantile Exchange/Globex Intercommodity spread Brent/Oman Fin. Crude BZOQ Dubai Mercantile Exchange/Globex Intercommodity spread Brent/Oman Crude CLEDZG Dubai Mercantile Exchange/Globex Intercommodity spread WTI/Oman Fin. Crude CLEOQ Dubai Mercantile Exchange/Globex Intercommodity spread WTI/Oman Crude DZGOQ Dubai Mercantile Exchange/Globex Intercommodity spread Oman Crude Financial/Oman Crude CHGI0 Globex Intercommodity spread Live Cattle/Lean Hogs CSCGDC Globex Intercommodity spread Cheese/Milk III GDCGDK Globex Intercommodity spread Milk Class III v. Milk Class IV IEX ICE Basildon Intercommodity spread Euribor/EONIA CERCEU ICE Futures Europe Intercommodity spread ECX CER/EUAA Futures CERECF ICE Futures Europe Intercommodity spread ECX CER/EUA CEUECF ICE Futures Europe Intercommodity spread ECX EUAA/EUA ENQHO ICE Futures Europe Intercommodity spread NYH RBOB Gasoline/Heating Oil Futures EOEP ICE Futures Europe Intercommodity spread Heating Oil/Gasoil GPYTFY ICE Futures Europe Intercommodity spread GASPOOL/TTF Yearly Spread ULG ICE Futures Europe Intercommodity spread Gasoil 1000ppm/10ppm Low Sulphur XBE Liffe Commodities Paris Intercommodity spread Milling Wheat NI24NS NASDAQ OMX Intercommodity spread TED Spread White NI25NS NASDAQ OMX Intercommodity spread TED Spread Red NI45NS NASDAQ OMX Intercommodity spread TED Spread Rose NCNE NASDAQ OMX Commodities Intercommodity spread CER/EUA BZOQ NYMEX/Globex (NYMEXG) Intercommodity spread Brent/Oman Crude CLEBZ NYMEX/Globex (NYMEXG) Intercommodity spread WTI/Brent Crude Financial CLEOQ NYMEX/Globex (NYMEXG) Intercommodity spread WTI/Oman Crude CPLEAF NYMEX/Globex (NYMEXG) Intercommodity spread CERplus/In Month EUA HOEBZ NYMEX/Globex (NYMEXG) Intercommodity spread NY Harbor ULSD/Brent Crude Last Day Financial HPHH NYMEX/Globex (NYMEXG) Intercommodity spread Natural Gas Pen./Last Day HPNG NYMEX/Globex (NYMEXG) Intercommodity spread Natural Gas Pen./Henry Hub MBECLE NYMEX/Globex (NYMEXG) Intercommodity spread Gulf Coast Sour Crude/WTI NGHHI0 NYMEX/Globex (NYMEXG) Intercommodity spread Henry Hub/Natural Gas Financial NPNN NYMEX/Globex (NYMEXG) Intercommodity spread Henry Hub Pen. NP/Last Day RBEBZ NYMEX/Globex (NYMEXG) Intercommodity spread RBOB/Brent Crude Financial RBEHOE NYMEX/Globex (NYMEXG) Intercommodity spread RBOB/NY Harbor ULSD ZFTZRT Singapore Exchange (SGX) Intercommodity spread SICOME Tech Rubber/Rib Smoked Sht 3 ZYZL Singapore Exchange (SGX) Intercommodity spread Euroyen TIBOR/Euroyen LIBOR CGSCKR Tokyo Commodity Exchange (TOCOM) Intercommodity spread Chukyo Gasoline/Chukyo Kerosene GOCWI1 Tokyo Commodity Exchange (TOCOM) Intercommodity spread Gas Oil/Crude Oil Reverse Offset GSCWI1 Tokyo Commodity Exchange (TOCOM) Intercommodity spread Gasoline/Crude Oil Reverse Offset KRCWI1 Tokyo Commodity Exchange (TOCOM) Intercommodity spread Kerosene/Crude Oil Reverse Offset TGSTGO Tokyo Commodity Exchange (TOCOM) Intercommodity spread Gasoline/Gas Oil TGSTKR Tokyo Commodity Exchange (TOCOM) Intercommodity spread Gasoline/Kerosene TKRTGO Tokyo Commodity Exchange (TOCOM) Intercommodity spread Kerosene/Gas Oil BOB CBOT/Globex Net-change-quoted intercommodity spread BOB (30-Year/Ultra T-Bond) BUB CBOT/Globex Net-change-quoted intercommodity spread BUB (30-Year Ultra T-Bond) FOB CBOT/Globex Net-change-quoted intercommodity spread FOB (5-Year/30-Year) FOL CBOT/Globex Net-change-quoted intercommodity spread FOL (5-Year/Ultra T-Bond) FYT CBOT/Globex Net-change-quoted intercommodity spread FYT (5-Year/10-Year) NOB CBOT/Globex Net-change-quoted intercommodity spread NOB (10-Year/30-Year) NOL CBOT/Globex Net-change-quoted intercommodity spread NOL (10-Year/Ultra T-Bond) TOB CBOT/Globex Net-change-quoted intercommodity spread TOB (3-Year/30-Year) TOF CBOT/Globex Net-change-quoted intercommodity spread TOF (3-Year/5-Year) TOU CBOT/Globex Net-change-quoted intercommodity spread TOU (3-Year/Ultra T-Bond) TUB CBOT/Globex Net-change-quoted intercommodity spread TUB (2-Year/30-Year) TUF CBOT/Globex Net-change-quoted intercommodity spread TUF (2-Year/5-Year) TUL CBOT/Globex Net-change-quoted intercommodity spread TUL (2-Year/Ultra T-Bond) TUN CBOT/Globex Net-change-quoted intercommodity spread TUN (3-Year/10-Year) TUT CBOT/Globex Net-change-quoted intercommodity spread TUT (2-Year/10-Year) TYT CBOT/Globex Net-change-quoted intercommodity spread TYT (2-Year/3-Year) FEUP Eurex Pack Euribor 3-month EDAP Globex Pack Eurodollar GEBP Globex Pack Euribor QSAP ICE Basildon Pack Short Sterling 3-Month LEDP ICE Futures Europe Pack Eurodollar EDAPB1 Globex Pack butterfly Eurodollar EDAY Globex Pack spread Eurodollar B1UR CBOT/Globex Reduced tick calendar spread 30-Year USD IR Swap (Initial) F1ER CBOT/Globex Reduced tick calendar spread 5-Year EUR DSF IR Swap F1UR CBOT/Globex Reduced tick calendar spread 5-Year USD IR Swap (Initial) N1ER CBOT/Globex Reduced tick calendar spread 10-Year EUR DSF IR Swap N1UR CBOT/Globex Reduced tick calendar spread 10-Year USD IR Swap (Initial) T1ER CBOT/Globex Reduced tick calendar spread 2-Year EUR DSF IR Swap TYAR CBOT/Globex Reduced tick calendar spread US 10-Year Treasury Note UBXR CBOT/Globex Reduced tick calendar spread US Ultra T-Bond Ratio Cal Spread ULAR CBOT/Globex Reduced tick calendar spread Ultra T-Bond USAR CBOT/Globex Reduced tick calendar spread US Treasury Bond ZBXR CBOT/Globex Reduced tick calendar spread US Bond 3:2 Ratio ZXNR CBOT/Globex Reduced tick calendar spread US 10-Year T-Note Ratio Cal Spread SILR COMEX/Globex (COMEXG) Reduced tick calendar spread 1,000 oz. Silver RGER ICE Futures U.S. Reduced tick calendar spread Russell 1000 Growth Index Mini ($100) SXKR Montreal Exchange (BdM) Reduced tick calendar spread S&P/TSX Composite Index Banks (Ind. Group) SXUR Montreal Exchange (BdM) Reduced tick calendar spread S&P/TSX Capped Utilities Index TPR Montreal Exchange (BdM) Reduced tick calendar spread SP/TSE 60 MJNKR Osaka Securities Exchange (OSE) Reduced tick calendar spread Mini Nikkei 225 U2BR Globex Reduced tick calendar spread 2-Year Eurodollar Bundle U3BR Globex Reduced tick calendar spread 3-Year Eurodollar Bundle U5BR Globex Reduced tick calendar spread 5-Year Eurodollar Bundle VXW CBOE Futures Exchange (CFE) Reverse spread CBOE Volatility Index BREW CBOT/Globex Reverse spread Dow Jones US Real Estate Index YMW CBOT/Globex Reverse spread Mini-Dow $5 BRLW CME Europe Reverse spread USD/BRL Cash Settled EAUDW CME Europe Reverse spread AUD/USD Physically Delivered EBPW CME Europe Reverse spread EUR/GBP Physically Delivered ECADW CME Europe Reverse spread USD/CAD Physically Delivered ECHFW CME Europe Reverse spread USD/CHF Physically Delivered ECHW CME Europe Reverse spread EUR/CNH Physically Delivered EDKW CME Europe Reverse spread EUR/DKK Physically Delivered EEJYW CME Europe Reverse spread EUR/JPY Physically Delivered EENOW CME Europe Reverse spread EUR/NOK Physically Delivered EESIW CME Europe Reverse spread EUR/CHF Physically Delivered EFTW CME Europe Reverse spread EUR/HUF Physically Delivered EINRW CME Europe Reverse spread USD/INR Cash Settled EJPYW CME Europe Reverse spread USD/JPY Physically Delivered ELIW CME Europe Reverse spread EUR/TRY Physically Delivered ENZDW CME Europe Reverse spread NZD/USD Physically Delivered EPOW CME Europe Reverse spread EUR/PLN Physically Delivered ERNW CME Europe Reverse spread EUR/CNY Cash Settled ERUBW CME Europe Reverse spread USD/RUB Cash Settled ESWW CME Europe Reverse spread EUR/SEK Physically Delivered EUSW CME Europe Reverse spread EUR/USK Physically Delivered EZKW CME Europe Reverse spread EUR/CZK Physically Delivered GBPXW CME Europe Reverse spread GBP/USK Physically Delivered MXNW CME Europe Reverse spread USD/MXN Physically Delivered UAHW CME Europe Reverse spread USD/UAH Cash Settled UCHW CME Europe Reverse spread USD/CNH Physically Delivered UCRW CME Europe Reverse spread USD/CNY Cash Settled UISW CME Europe Reverse spread USD/ILS Physically Delivered UKWW CME Europe Reverse spread USD/KRW Cash Settled UTLW CME Europe Reverse spread USD/TRY Physically Delivered ZRAW CME Europe Reverse spread USD/ZAR Physically Delivered ACDW Globex Reverse spread Australian Dollar/Canadian Dollar AJYW Globex Reverse spread Australian Dollar/Japanese Yen BP6W Globex Reverse spread British Pound BR6W Globex Reverse spread Brazilian Real CA6W Globex Reverse spread Canadian Dollar CHLW Globex Reverse spread US Dollar/Chilean Peso CJYW Globex Reverse spread Canadian Dollar/Japanese Yen CNHW Globex Reverse spread Offshore Renminbi CNYW Globex Reverse spread USD/RMB DA6W Globex Reverse spread Australian Dollar EBW Globex Reverse spread Euro/British Pound EEUW Globex Reverse spread E-mini EuroFX EJYW Globex Reverse spread E-mini Japanese Yen EMDW Globex Reverse spread E-mini MidCap 400 ENQW Globex Reverse spread E-mini NASDAQ 100 EPW Globex Reverse spread E-mini S&P 500 EU6W Globex Reverse spread EuroFX FRW Globex Reverse spread Euro FX/Swiss Franc GDW Globex Reverse spread Goldman Sachs Commodity Index GEPZW Globex Reverse spread Euro FX/Polish Zloty GMCDW Globex Reverse spread E-Micro CAD/USD GPLNW Globex Reverse spread Polish Zloty ILSW Globex Reverse spread Israeli Shekel M6AW Globex Reverse spread E-Micro AUD/USD M6BW Globex Reverse spread E-Micro GBP/USD M6EW Globex Reverse spread E-Micro EUR/USD M6JW Globex Reverse spread E-Micro USD/JPY M6SW Globex Reverse spread E-Micro USD/CHF MIRW Globex Reverse spread E-Micro INR/USD MJYW Globex Reverse spread E-Micro JPY/USD MLPW Globex Reverse spread S&P MLP Index MNFW Globex Reverse spread E-micro S&P CNX Nifty 50 Index MNHW Globex Reverse spread E-micro USD/CNH MSFW Globex Reverse spread E-Micro CHF/USD MX6W Globex Reverse spread Mexican Peso NE6W Globex Reverse spread New Zealand Dollar NIYW Globex Reverse spread Yen-Denominated Nikkei 225 NK6W Globex Reverse spread Norwegian Krona NKDW Globex Reverse spread Nikkei 225 PJYW Globex Reverse spread British Pound/Japanese Yen RU6W Globex Reverse spread Russian Ruble SA6W Globex Reverse spread South African Rand SF6W Globex Reverse spread Swiss Franc SIRW Globex Reverse spread Indian Rupee SJYW Globex Reverse spread Swiss Franc/Japanese Yen SK6W Globex Reverse spread Swedish Krona SMCW Globex Reverse spread E-mini S&P SmallCap 600 Futures XABW Globex Reverse spread E-mini Materials Select Sector Index XAEW Globex Reverse spread E-mini Energy Select Sector Index XAFW Globex Reverse spread E-mini Financial Select Sector Index XAIW Globex Reverse spread E-mini Industrial Select Sector Index XAKW Globex Reverse spread E-mini Technology Select Sector Index XAPW Globex Reverse spread E-mini Consumer Staples Select Sector XAUW Globex Reverse spread E-mini Utilities Select Sector Index XAVW Globex Reverse spread E-mini Health Care Select Sector Index XAYW Globex Reverse spread E-mini Consumer Discretionary Sel Sector YRW Globex Reverse spread Euro FX/Japanese Yen ZARW Globex Reverse spread USD/ZAR A50W Hong Kong Futures Exchange (HKFE Reverse spread iShares FTSE A50 China Index ETF AMCW Hong Kong Futures Exchange (HKFE Reverse spread China AMC CSI 300 Index ETF CHHW Hong Kong Futures Exchange (HKFE Reverse spread CES China 120 Index CSAW Hong Kong Futures Exchange (HKFE Reverse spread CSOP FTSE China A50 ETF CUSW Hong Kong Futures Exchange (HKFE Reverse spread USD/CNH H3BW Hong Kong Futures Exchange (HKFE Reverse spread HIBOR (3-Month) HHIW Hong Kong Futures Exchange (HKFE Reverse spread H-Shares Index HSIW Hong Kong Futures Exchange (HKFE Reverse spread Hang Seng Index MCHW Hong Kong Futures Exchange (HKFE Reverse spread Mini H-Shares Index MHIW Hong Kong Futures Exchange (HKFE Reverse spread Mini-Hang Seng Index AREW ICE Futures U.S. Reverse spread AUD/NZD ASEW ICE Futures U.S. Reverse spread Australian/Canadian Dollar DXETW ICE Futures U.S. Reverse spread Dollar Index TAS DXEW ICE Futures U.S. Reverse spread Dollar Index ETRW ICE Futures U.S. Reverse spread Turkish Lira/Euro EZEW ICE Futures U.S. Reverse spread Euro/Czech Koruna GNEW ICE Futures U.S. Reverse spread Sterling/New Zealand Dollar HREW ICE Futures U.S. Reverse spread Euro/Hungarian Forint HYEW ICE Futures U.S. Reverse spread Canadian Dollar/Japanese Yen ISLW ICE Futures U.S. Reverse spread Israeli Shekel/US Dollar KBXW ICE Futures U.S. Reverse spread Brazil Real/US Dollar KEJW ICE Futures U.S. Reverse spread New Euro/Japanese Yen KEOW ICE Futures U.S. Reverse spread New Euro/US Dollar KIUW ICE Futures U.S. Reverse spread Indian Rupee/US Dollar KJEW ICE Futures U.S. Reverse spread Swedish Krona/Japanese Yen KOLW ICE Futures U.S. Reverse spread New Euro/Norwegian Krone KRKW ICE Futures U.S. Reverse spread New Euro/Swedish Krona KRZW ICE Futures U.S. Reverse spread New Euro/Swiss Franc KXEW ICE Futures U.S. Reverse spread US Dollar/Swedish Krona KYEW ICE Futures U.S. Reverse spread Norwegian Krone/Japanese Yen KZYW ICE Futures U.S. Reverse spread New Swiss Franc/Japanese Yen MPEW ICE Futures U.S. Reverse spread Small British Pound/US Dollar NJEW ICE Futures U.S. Reverse spread Norwegian Krone/Swedish Krona NTEW ICE Futures U.S. Reverse spread US Dollar/Norwegian Krone OPEW ICE Futures U.S. Reverse spread Sterling/Swedish Krona OREW ICE Futures U.S. Reverse spread US Dollar/South African Rand PCEW ICE Futures U.S. Reverse spread Sterling/Canadian Dollar PELW ICE Futures U.S. Reverse spread Polish Zloty/Euro PKEW ICE Futures U.S. Reverse spread Sterling/Norway Krone PLNW ICE Futures U.S. Reverse spread Polish Zloty/US Dollar PZEW ICE Futures U.S. Reverse spread Sterling/South African Rand QAEW ICE Futures U.S. Reverse spread Sterling/Australian Dollar RFEW ICE Futures U.S. Reverse spread Mini-Russell 1000 RGEW ICE Futures U.S. Reverse spread Russell 1000 Growth RVEW ICE Futures U.S. Reverse spread Russell 1000 Value Index Mini ($100) SSEW ICE Futures U.S. Reverse spread GBP/CHF Cross Rate SYEW ICE Futures U.S. Reverse spread GBP/JPY Cross Rate TFEW ICE Futures U.S. Reverse spread Russell 2000 Index Mini TRMW ICE Futures U.S. Reverse spread Turkish Lira/US Dollar VCEW ICE Futures U.S. Reverse spread US Dollar/Czech Koruna VUEW ICE Futures U.S. Reverse spread US Dollar/Hungarian Forint YAEW ICE Futures U.S. Reverse spread AUD/PY YZEW ICE Futures U.S. Reverse spread Euro/South African Rand ZJEW ICE Futures U.S. Reverse spread New Zealand Dollar/Japanese Yen IMSPW Italian Derivatives Market (IDEM Reverse spread Mini FTSE MIB ALSIW Johannesburg Stock Exchange (JSE Reverse spread FTSE/JSE TOP 40 Index KOSW Korea Exchange (KRX) Reverse spread KOSPI 200 Index EFEW Liffe Equities & Index Deriv Par Reverse spread FTSEurofirst 80 OBXW LSE Derivatives Market Reverse spread OBX Index MEMFW Montreal Exchange (BdM) Reverse spread FTSE Emerging Markets Index SXMW Montreal Exchange (BdM) Reverse spread S&P/TSX 60 Mini Index Futures TPW Montreal Exchange (BdM) Reverse spread SP/TSE 60 X30W NASDAQ OMX Reverse spread Stockholm 30 Index J400W Osaka Securities Exchange (OSE) Reverse spread JPX Nikkei Index 400 JDJW Osaka Securities Exchange (OSE) Reverse spread DJIA JMTW Osaka Securities Exchange (OSE) Reverse spread Mini TOPIX/TSE JNKW Osaka Securities Exchange (OSE) Reverse spread Nikkei 225 JREIW Osaka Securities Exchange (OSE) Reverse spread REIT Index JT30W Osaka Securities Exchange (OSE) Reverse spread TOPIX Core30/TSE JTPXW Osaka Securities Exchange (OSE) Reverse spread TOPIX Index x 10,000 Yen MJNKW Osaka Securities Exchange (OSE) Reverse spread Mini Nikkei 225 NIFTW Osaka Securities Exchange (OSE) Reverse spread CNX Nifty NKVW Osaka Securities Exchange (OSE) Reverse spread Nikkei 225 VI RNPW Osaka Securities Exchange (OSE) Reverse spread Russell/Nomura Prime FGDW Russian Trading System (RTS) Reverse spread Gold FRIW Russian Trading System (RTS) Reverse spread RTS Index FUSW Russian Trading System (RTS) Reverse spread USD/RUR CNW Singapore Exchange (SGX) Reverse spread FTSE China A50 Index IDW Singapore Exchange (SGX) Reverse spread MSCI Indonesia Index MDW Singapore Exchange (SGX) Reverse spread MSCI India Index MYW Singapore Exchange (SGX) Reverse spread MSCI Malaysia Index PHIW Singapore Exchange (SGX) Reverse spread MSCI Philippines Index THAW Singapore Exchange (SGX) Reverse spread MSCI Thailand Index ZAAW Singapore Exchange (SGX) Reverse spread MSCI Taiwan Stock Index ZAPAW Singapore Exchange (SGX) Reverse spread MSCI Asia Apex 50 Index ZCYW Singapore Exchange (SGX) Reverse spread CNY/USD ZGW Singapore Exchange (SGX) Reverse spread MSCI Singapore Stock Index ZINW Singapore Exchange (SGX) Reverse spread S&P CNX Nifty Index ZNAW Singapore Exchange (SGX) Reverse spread Nikkei 225 Index/All Sessions ZUCW Singapore Exchange (SGX) Reverse spread USD/CNH ZUJW Singapore Exchange (SGX) Reverse spread USD/JPY Titan ZUTW Singapore Exchange (SGX) Reverse spread THB/USD ZUYW Singapore Exchange (SGX) Reverse spread USD/JPY Standart BROW Thailand Futures Exchange (TFEX) Reverse spread Brent Crude Oil GB10W Thailand Futures Exchange (TFEX) Reverse spread Thai Gold (10 Baht) GB50W Thailand Futures Exchange (TFEX) Reverse spread Thai Gold (50 Baht) S50W Thailand Futures Exchange (TFEX) Reverse spread SET50 Index Futures USDW Thailand Futures Exchange (TFEX) Reverse spread USD Futures BNT4 ASX 24 Strip NSW Base Load Electricity Futures BQT4 ASX 24 Strip QLD Base Load Electricity Futures BST4 ASX 24 Strip SA Base Load Electricity Futures BVT4 ASX 24 Strip VIC Base Load Electricity Futures HGXT4 ASX 24 Strip Victorian Wholesale Gas HPVT4 ASX 24 Strip VIC Peak Period Electricity Futures PNT4 ASX 24 Strip NSW Peak Period Electricity Futures PQT4 ASX 24 Strip NSW Peak Period Electricity Futures PST4 ASX 24 Strip SA Peak Period Electricity Futures CCBT Globex Strip Cash-Settled Butter CSCT Globex Strip Cheese GDCT Globex Strip Milk Class III GDKT Globex Strip Milk Class IV GDYT Globex Strip CME Dry Whey GNFT Globex Strip Nonfat Dry Milk HEAT4 New Zealand Futures and Options Strip Otahuhu Base Load Electricity HEET4 New Zealand Futures and Options Strip Benmore Base Load Electricity NGET NYMEX/Globex (NYMEXG) Strip Natural Gas RBET NYMEX/Globex (NYMEXG) Strip NY Harbor RBOB Gasoline Here's just CME products: EDAB Globex Bundle Eurodollar
GEBB Globex Bundle Euribor KWEL CBOT/Globex Butterfly Wheat ZCEL CBOT/Globex Butterfly Corn ZLEL CBOT/Globex Butterfly Soybean Oil ZMEL CBOT/Globex Butterfly Soybean Meal ZOEL CBOT/Globex Butterfly Oats ZQEL CBOT/Globex Butterfly Fed Funs 30-Day ZREL CBOT/Globex Butterfly Rough Rice ZSEL CBOT/Globex Butterfly Soybeans ZWAL CBOT/Globex Butterfly Wheat OQL Dubai Mercantile Exchange/Globex Butterfly Oman Crude Oil EDAL Globex Butterfly Eurodollar 3-Month LIBOR GEBL Globex Butterfly Euribor GFL Globex Butterfly Feeder Cattle GLEL Globex Butterfly Live Cattle HEL Globex Butterfly Lean Hogs BZL NYMEX/Globex (NYMEXG) Butterfly Brent Crude Financial (Last Day) CLEL NYMEX/Globex (NYMEXG) Butterfly Crude Oil HOEL NYMEX/Globex (NYMEXG) Butterfly NY Harbor ULSD RBEL NYMEX/Globex (NYMEXG) Butterfly NY Harbor RBOB Gasoline ZQEC CBOT/Globex Condor Fed Funds 30-Day EDAC Globex Condor Eurodollar HOECLE NYMEX/Globex (NYMEXG) Crack NY Harbor ULSD/WTI Crude RBECLE NYMEX/Globex (NYMEXG) Crack RBOB/WTI Crude RBEHOE NYMEX/Globex (NYMEXG) Crack RBOB/NY Harbor ULSD SOM,SOM01,SOMI01 CBOT/Globex Crush Soybean EDAD Globex Double Butterfly Eurodollar KEZWI0 CBOT/Globex Inter-exchange spread KCBOT/CBOT Wheat KEZWI1 CBOT/Globex Inter-exchange spread KCBOT/CBOT Wheat Offset MWWI0 CBOT/Globex Inter-exchange spread MGEX/CBOT Wheat MWWI1 CBOT/Globex Inter-exchange spread MGEX/CBOT Wheat Offset MWWW CBOT/Globex Inter-exchange spread MGEX/CBOT Wheat Reverse MKEWI1 Minneapolis Grain Exchange (MGEX Inter-exchange spread MGEX/KCBOT Wheat Reverse IES MWKE Minneapolis Grain Exchange (MGEX Inter-exchange spread MGEX/KCBOT Wheat IES MWWI0 Minneapolis Grain Exchange (MGEX Inter-exchange spread MGEX/CBOT Wheat IES FVAF1U CBOT/Globex Intercommodity spread 5-Year Treasury Note/5-Year USD IRS KWEZCE CBOT/Globex Intercommodity spread KC HRW Wheat v. Corn NBY CBOT/Globex Intercommodity spread NBY (10-Year/30-Year) New Ratio TFY CBOT/Globex Intercommodity spread TFY (2-Year v. 5-Year) TYAN1U CBOT/Globex Intercommodity spread 10-Year Treasury Note/10-Year USD IRS TYT CBOT/Globex Intercommodity spread 2-Year/3-Year ULAB1U CBOT/Globex Intercommodity spread Ultra T-Bond/30 Year USD IRS ZWAZCE CBOT/Globex Intercommodity spread Wheat/Corn BZDZG Dubai Mercantile Exchange/Globex Intercommodity spread Brent/Oman Fin. Crude BZOQ Dubai Mercantile Exchange/Globex Intercommodity spread Brent/Oman Crude CLEDZG Dubai Mercantile Exchange/Globex Intercommodity spread WTI/Oman Fin. Crude CLEOQ Dubai Mercantile Exchange/Globex Intercommodity spread WTI/Oman Crude DZGOQ Dubai Mercantile Exchange/Globex Intercommodity spread Oman Crude Financial/Oman Crude CHGI0 Globex Intercommodity spread Live Cattle/Lean Hogs CSCGDC Globex Intercommodity spread Cheese/Milk III GDCGDK Globex Intercommodity spread Milk Class III v. Milk Class IV BZOQ NYMEX/Globex (NYMEXG) Intercommodity spread Brent/Oman Crude CLEBZ NYMEX/Globex (NYMEXG) Intercommodity spread WTI/Brent Crude Financial CLEOQ NYMEX/Globex (NYMEXG) Intercommodity spread WTI/Oman Crude CPLEAF NYMEX/Globex (NYMEXG) Intercommodity spread CERplus/In Month EUA HOEBZ NYMEX/Globex (NYMEXG) Intercommodity spread NY Harbor ULSD/Brent Crude Last Day Financial HPHH NYMEX/Globex (NYMEXG) Intercommodity spread Natural Gas Pen./Last Day HPNG NYMEX/Globex (NYMEXG) Intercommodity spread Natural Gas Pen./Henry Hub MBECLE NYMEX/Globex (NYMEXG) Intercommodity spread Gulf Coast Sour Crude/WTI NGHHI0 NYMEX/Globex (NYMEXG) Intercommodity spread Henry Hub/Natural Gas Financial NPNN NYMEX/Globex (NYMEXG) Intercommodity spread Henry Hub Pen. NP/Last Day RBEBZ NYMEX/Globex (NYMEXG) Intercommodity spread RBOB/Brent Crude Financial RBEHOE NYMEX/Globex (NYMEXG) Intercommodity spread RBOB/NY Harbor ULSD BOB CBOT/Globex Net-change-quoted intercommodity spread BOB (30-Year/Ultra T-Bond) BUB CBOT/Globex Net-change-quoted intercommodity spread BUB (30-Year Ultra T-Bond) FOB CBOT/Globex Net-change-quoted intercommodity spread FOB (5-Year/30-Year) FOL CBOT/Globex Net-change-quoted intercommodity spread FOL (5-Year/Ultra T-Bond) FYT CBOT/Globex Net-change-quoted intercommodity spread FYT (5-Year/10-Year) NOB CBOT/Globex Net-change-quoted intercommodity spread NOB (10-Year/30-Year) NOL CBOT/Globex Net-change-quoted intercommodity spread NOL (10-Year/Ultra T-Bond) TOB CBOT/Globex Net-change-quoted intercommodity spread TOB (3-Year/30-Year) TOF CBOT/Globex Net-change-quoted intercommodity spread TOF (3-Year/5-Year) TOU CBOT/Globex Net-change-quoted intercommodity spread TOU (3-Year/Ultra T-Bond) TUB CBOT/Globex Net-change-quoted intercommodity spread TUB (2-Year/30-Year) TUF CBOT/Globex Net-change-quoted intercommodity spread TUF (2-Year/5-Year) TUL CBOT/Globex Net-change-quoted intercommodity spread TUL (2-Year/Ultra T-Bond) TUN CBOT/Globex Net-change-quoted intercommodity spread TUN (3-Year/10-Year) TUT CBOT/Globex Net-change-quoted intercommodity spread TUT (2-Year/10-Year) TYT CBOT/Globex Net-change-quoted intercommodity spread TYT (2-Year/3-Year) EDAP Globex Pack Eurodollar GEBP Globex Pack Euribor EDAPB1 Globex Pack butterfly Eurodollar EDAY Globex Pack spread Eurodollar B1UR CBOT/Globex Reduced tick calendar spread 30-Year USD IR Swap (Initial) F1ER CBOT/Globex Reduced tick calendar spread 5-Year EUR DSF IR Swap F1UR CBOT/Globex Reduced tick calendar spread 5-Year USD IR Swap (Initial) N1ER CBOT/Globex Reduced tick calendar spread 10-Year EUR DSF IR Swap N1UR CBOT/Globex Reduced tick calendar spread 10-Year USD IR Swap (Initial) T1ER CBOT/Globex Reduced tick calendar spread 2-Year EUR DSF IR Swap TYAR CBOT/Globex Reduced tick calendar spread US 10-Year Treasury Note UBXR CBOT/Globex Reduced tick calendar spread US Ultra T-Bond Ratio Cal Spread ULAR CBOT/Globex Reduced tick calendar spread Ultra T-Bond USAR CBOT/Globex Reduced tick calendar spread US Treasury Bond ZBXR CBOT/Globex Reduced tick calendar spread US Bond 3:2 Ratio ZXNR CBOT/Globex Reduced tick calendar spread US 10-Year T-Note Ratio Cal Spread SILR COMEX/Globex (COMEXG) Reduced tick calendar spread 1,000 oz. Silver U2BR Globex Reduced tick calendar spread 2-Year Eurodollar Bundle U3BR Globex Reduced tick calendar spread 3-Year Eurodollar Bundle U5BR Globex Reduced tick calendar spread 5-Year Eurodollar Bundle BREW CBOT/Globex Reverse spread Dow Jones US Real Estate Index YMW CBOT/Globex Reverse spread Mini-Dow $5 ACDW Globex Reverse spread Australian Dollar/Canadian Dollar AJYW Globex Reverse spread Australian Dollar/Japanese Yen BP6W Globex Reverse spread British Pound BR6W Globex Reverse spread Brazilian Real CA6W Globex Reverse spread Canadian Dollar CHLW Globex Reverse spread US Dollar/Chilean Peso CJYW Globex Reverse spread Canadian Dollar/Japanese Yen CNHW Globex Reverse spread Offshore Renminbi CNYW Globex Reverse spread USD/RMB DA6W Globex Reverse spread Australian Dollar EBW Globex Reverse spread Euro/British Pound EEUW Globex Reverse spread E-mini EuroFX EJYW Globex Reverse spread E-mini Japanese Yen EMDW Globex Reverse spread E-mini MidCap 400 ENQW Globex Reverse spread E-mini NASDAQ 100 EPW Globex Reverse spread E-mini S&P 500 EU6W Globex Reverse spread EuroFX FRW Globex Reverse spread Euro FX/Swiss Franc GDW Globex Reverse spread Goldman Sachs Commodity Index GEPZW Globex Reverse spread Euro FX/Polish Zloty GMCDW Globex Reverse spread E-Micro CAD/USD GPLNW Globex Reverse spread Polish Zloty ILSW Globex Reverse spread Israeli Shekel M6AW Globex Reverse spread E-Micro AUD/USD M6BW Globex Reverse spread E-Micro GBP/USD M6EW Globex Reverse spread E-Micro EUR/USD M6JW Globex Reverse spread E-Micro USD/JPY M6SW Globex Reverse spread E-Micro USD/CHF MIRW Globex Reverse spread E-Micro INR/USD MJYW Globex Reverse spread E-Micro JPY/USD MLPW Globex Reverse spread S&P MLP Index MNFW Globex Reverse spread E-micro S&P CNX Nifty 50 Index MNHW Globex Reverse spread E-micro USD/CNH MSFW Globex Reverse spread E-Micro CHF/USD MX6W Globex Reverse spread Mexican Peso NE6W Globex Reverse spread New Zealand Dollar NIYW Globex Reverse spread Yen-Denominated Nikkei 225 NK6W Globex Reverse spread Norwegian Krona NKDW Globex Reverse spread Nikkei 225 PJYW Globex Reverse spread British Pound/Japanese Yen RU6W Globex Reverse spread Russian Ruble SA6W Globex Reverse spread South African Rand SF6W Globex Reverse spread Swiss Franc SIRW Globex Reverse spread Indian Rupee SJYW Globex Reverse spread Swiss Franc/Japanese Yen SK6W Globex Reverse spread Swedish Krona SMCW Globex Reverse spread E-mini S&P SmallCap 600 Futures XABW Globex Reverse spread E-mini Materials Select Sector Index XAEW Globex Reverse spread E-mini Energy Select Sector Index XAFW Globex Reverse spread E-mini Financial Select Sector Index XAIW Globex Reverse spread E-mini Industrial Select Sector Index XAKW Globex Reverse spread E-mini Technology Select Sector Index XAPW Globex Reverse spread E-mini Consumer Staples Select Sector XAUW Globex Reverse spread E-mini Utilities Select Sector Index XAVW Globex Reverse spread E-mini Health Care Select Sector Index XAYW Globex Reverse spread E-mini Consumer Discretionary Sel Sector YRW Globex Reverse spread Euro FX/Japanese Yen ZARW Globex Reverse spread USD/ZAR CCBT Globex Strip Cash-Settled Butter CSCT Globex Strip Cheese GDCT Globex Strip Milk Class III GDKT Globex Strip Milk Class IV GDYT Globex Strip CME Dry Whey GNFT Globex Strip Nonfat Dry Milk NGET NYMEX/Globex (NYMEXG) Strip Natural Gas RBET NYMEX/Globex (NYMEXG) Strip NY Harbor RBOB Gasoline Now while it would be reasonable that not everything above is implemented (because some are fairly obscure), the energy butterflies, energy cracks, and agriculture butterflies and cracks are definitely traded by people. |
[2015-09-25 18:28:22] |
Sierra Chart Engineering - Posts: 104368 |
We are checking on this.
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 |
[2015-10-13 01:48:45] |
Sierra Chart Engineering - Posts: 104368 |
We have added crack and butterfly spreads for CME markets.
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 |
[2015-10-18 15:11:30] |
User626121 - Posts: 82 |
What is the symbol format for IB, e.g. for RB.HO-Spread?
|
[2015-10-19 00:18:10] |
i960 - Posts: 360 |
Verified crack and butterflies and being visible - good work. I don't see the RB/HO spread either. |
[2015-10-19 01:37:37] |
Sierra Chart Engineering - Posts: 104368 |
Regarding Post #10, Sierra Chart does not support specifying Interactive Brokers spread symbols due to the complexity of them. Regarding Post #11, we will check on this. 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 |
[2015-10-21 17:47:17] |
User22396 - Posts: 191 |
I pay for the SC datafeed which is linked to an IB acct so I can not pull the exchanged traded spreads? Why can't I just chart using the SC feed and not have to use an IB symbol?..kinda like using the trade and current quote symbol?
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[2015-10-21 18:25:09] |
Sierra Chart Engineering - Posts: 104368 |
Refer to the documentation here for the spreads with the Sierra Chart Exchange Data Feed: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#CMEExchangeTradedSpreads 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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