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Date/Time: Wed, 12 Feb 2025 04:04:18 +0000



Post From: Options - CME butterfly - SC order routing / TT

[2020-09-26 15:55:38]
User100912 - Posts: 104
Are the CME exchange supported butterfly option products supported in Sierra Chart?

https://www.cmegroup.com/confluence/display/EPICSANDBOX/Spreads+and+Combinations+Available+on+CME+Globex

e.g. ES futures options, long 1 butterfly =

Long 1x 3250 put
Short 2x 3300 put
Long 1x 3350 put

I want to quote/trade this as 1 orderbook symbol with my orders hitting the exchange traded combo, not legging manually. e.g. on IBKR TWS I can quote the symbol and have it execute natively on Globex, see attachment.

Is this supported?
Date Time Of Last Edit: 2020-09-26 16:32:33
imageIB.png / V - Attached On 2020-09-26 16:32:29 UTC - Size: 5.44 KB - 218 views