Support Board
Date/Time: Tue, 25 Feb 2025 23:35:13 +0000
Post From: BOB and NOB futures spread pricing question
| [2019-05-24 09:29:09] |
| ticinotrader - Posts: 403 |
|
Dear Support, I am having some problem when displaying chart and DOM for Exchange Traded US Treasury Futures Spreads with the SC Datafeed. For example: BOB Spread is (Long 3 x ZB - Short 2 x UB). Please see the attched two screenshots: 1. BOB Futures Spread chart with Chart DOM displayed using the SC Symbol for this given spread: http://www.sierrachart.com/image.php?Image=1558689262829.png 2. BOB futures spread chart created with the Spread (difference) study in SC: http://www.sierrachart.com/image.php?Image=1558689306262.png #2 is the correct display mode based on the multiplier of the spread (3ZB-2UB), but when opening the Spread using the native SC Spread symbol, the price always fluctuates around the zero level and does not follow the correct pricing of this spread. The same problem exists with the NOB spread as well. May I ask for your advice regarding how to display the these spreads correctly - external platform (IB TWS) quotes them in the #2 format so having a DOM with that pricing format would be necessary to track/trade them effectively? Thank you. |