Support Board
Date/Time: Wed, 27 Nov 2024 03:55:31 +0000
Post From: how exactly do you determine the spread...
| [2024-08-27 13:18:26] |
| User849502 - Posts: 346 |
|
John, I have a question I hope you can educate me on. For CL I have my TPO chart set to 'continuous...VOLUME based roll, back adjusted'. When the yellow pop-up appears on my chart it's time to roll I go to the CME website and check the live volume to make sure the second month is indeed more volume than the first. If it isn't, it always is within a few hours. No issue there. My question is when SC rolls Sept into Oct there is the issue of what you assign as the spread value. How and when do you determine what you use for the spread? Going back to my looking at the CME site I notice that on the day of the roll, the spread moves a few ticks each way. So how does SC determine what it uses? I really really appreciate any help you could give me. Thank you so much in advance. Karen |