Support Board
Date/Time: Wed, 27 Nov 2024 04:38:10 +0000
Post From: DOM Depth of Market MBO and Futures Spreads
| [2023-09-29 04:09:32] |
| topsteplocal - Posts: 47 |
|
Hello, I primarily trade spreads across the treasuries yield curve. I find it extremely difficult to not be able to see the market depth, however. Can you not simply combine the Bid of the positive instrument and the Ask (Offer) of the negative instrument? I.e. 2*ZN - ZB: DOM Bids = 2*ZN Bid + 1*ZB offer/ask DOM Offers/ask = 2*ZN offer/ask + 1*ZB Bid Honestly, if you just do the above and give me 10 levels, I would be forever in your debt! I'm not even asking to be able to execute orders on that DOM (though that would be really great!) |