Support Board
Date/Time: Mon, 13 Jan 2025 18:25:54 +0000
spreads for US tsy futures
View Count: 1965
| [2016-02-19 17:18:22] |
| User71961 - Posts: 144 |
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is there a way to use SC to view custom spreads? For example, the CBOT NOB (Notes Over Bonds) is 3 ZN contracts vs 1 ZB contract. So, in this example I'd like to chart 3*ZN - 1*ZB (this will effectively show the change in the yield spread between the contracts...but in price terms) So, if the ZN price is 131 5/32, and the ZB price is 166 8/32, then my custom spread would be 3*131 5/32 - 166 8/32 = 393 15/32 - 166 8/32 = 227 7/32 can SC do this? |
| [2016-02-19 18:21:34] |
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This can be done by using the Difference study: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s3 You also have access to exchange traded spreads: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#CMEExchangeTradedSpreads Regarding the CME exchange traded spreads, the historical daily data is only recently being accumulated but there are some problems with that. We are still working on resolving those. 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 Date Time Of Last Edit: 2016-02-19 18:31:06
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| [2017-04-24 14:46:21] |
| User42019 - Posts: 6 |
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I have an account with Ninjatrader Brokerage and I want to trade CBOT bonds spreads (like TUF, FIT, NOB etc) in Sierra Charts with CQG datafeed. Will I be able to do it in SC? The brokerage are not sure, suggested to contact you directly. |
| [2017-04-24 16:34:47] |
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Yes spreads are fully supported with CQG. Refer to: http://www.sierrachart.com/index.php?page=doc/CQGTrading.php#ExchangeTradedStrategySymbolFormat 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 |
| [2017-04-25 08:17:05] |
| User42019 - Posts: 6 |
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Another issue - spread margins: there are exchange spread margin rates, which are considerably lower than 1 leg+ another leg margins. Is SC capable of providing SPAN margin calculation for spreads? I also know that Infinity Futures (also integrating SC with their platform) have SPAN spreads margin for their clients, but some other brokers offering SC do not offer this capability. Maybe you could also suggest some of the brokers with SC and SPAN margin for spreads. |
| [2017-04-25 16:10:39] |
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Sierra Chart does support exchange traded spreads. All margin calculations are handled by the external trading service/system. Have a look at Interactive Brokers: http://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php 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 |
| [2017-04-26 11:02:57] |
| User42019 - Posts: 6 |
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I also have SC with AMP Futures, and I saw in symbol list bonds spreads, but when I try to add them (Click Add Spread)- nothing happens. I tried to follow your instructions from this site, no luck. Any reason why I can't add them? |
 NOB.pdf - Attached On 2017-04-26 10:57:43 UTC - Size: 50.23 KB - 365 views |
| [2017-04-26 17:07:22] |
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Those particular spread contracts only work when using the Sierra Chart Exchange Data Feed: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#ExchangeTradedSpreads In order for us to help you, we need you to log into this Support Board by selecting Help >> Support Board from the Sierra Chart menu. After that, repost the question. If you are using CQG, then refer to: http://www.sierrachart.com/index.php?page=doc/CQGTrading.php#ExchangeTradedStrategySymbolFormat 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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