Support Board
Date/Time: Tue, 24 Dec 2024 02:55:18 +0000
Post From: IB Intercommodity Exchange Traded Spreads
| [2015-09-18 21:11:37] |
| i960 - Posts: 360 |
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These are *not* IB specific spreads. They're exchange traded spreads. IB simply lists them as "inter-commodity spread" for the convenience of TWS users adding a new symbol. If Sierra supports exchange traded spreads then there's no reason they cannot support these spreads as well. The CQG symbol for RB-HO would be RBEHOE or ENQHO, one of which is a crack spread. Even barchart has these spreads (http://www.barchart.com/commodityfutures/Gasoline_RBOB_Futures/futspreads/RBV15) available. There are probably a 100+ native exchange traded spreads for energy related products. Same thing with grains (corn vs wheat), meat (live cattle vs lean hogs), soybeans (beans vs meal vs oil), etc. Calendars are only a partial picture, and many people are trading the intercommodity spreads - they're not just some niche interest. From looking at the RB spreads available via SC exchange data it does appear these are available - so is this another case of "purchase Sierra's data"? I don't see the crack spreads. I also don't see any support for butterfly spreads (which are exchange native for many CME and some ICE products). Date Time Of Last Edit: 2015-09-18 21:22:42
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