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Date/Time: Thu, 27 Feb 2025 19:09:36 +0000



Post From: Option spreads with SC

[2021-07-12 15:21:06]
User285116 - Posts: 3
I mean a more dedicated thing than just trading futures options.

If i'm correct, in CQG system that feature called User Defined Options Strategies,
and CME names that as User Defined Spreads:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/User+Defined+Spread+-+UDS
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Spreads+and+Combinations+Available+on+CME+Globex


As a very simple example, suppose I want to open "vertical spread" on ES:
buy 1 contract of ESU21 C4500.FUT_OPT.CME
and
sell 1 contract of ESU21 C4700.FUT_OPT.CME

How can I open a DOM for that strategy with native routing to CME exchange?
Date Time Of Last Edit: 2021-07-12 19:49:05