Support Board
Date/Time: Sun, 16 Mar 2025 13:38:48 +0000
Post From: HO calendar spread dom data seems incorrect.
| [2022-07-07 18:33:12] |
| voided - Posts: 45 |
|
I am looking at HON23-HOQ23.FUT_SPREAD.CME on the trading DOM, and I see the spread as 0.0229 bid by 0.0323 offered, which seems wrong. On IBKR I see 0.0285 x 0.0296. Maybe it is has something to do with infrequency of market updates, because other spreads seem correct. For example, the front-most calendar spread in HO, HOQ22-HOU22.FUT_SPREAD.CME, is more active and matches what I see on IBKR.
|