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ok the symbol maping is CLES12 then choose 12-15, this will give you a calendar spread for DEC15-DEC16, i can confirm that it is correct with viewing my CQG platform. (looking at L2 and T&S)
after waiting a while i am getting something data on the chart too.
a note to anyone else setting this up. Disable historical data in your connection settings (as mentioned earlier in the post)
Agreed, I been playing around with the code base to find a way to build a custom spread bar type. But I am afraid I am over my head.
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
The exchange traded spread that I found is RBECLE. Based on that the spread is 22.90. What gives? Am I comparing the right spreads? Is RBECLE the crack spread i've illustrated above? Also anyone know what the point value for this is?
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
Exchange traded spreads have less commissions? I am trading thru Qtrader and a big FCM. I think I get charged both legs.
Exchange spreads are charged both legs for exchange fees. Commission is based on your broker. Fyi, I don't know of a broker that does not charge for both legs.
"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
Dave Forss, Global Account Manager at DTN Trading Markets, will be monitoring this thread so that he may answer any questions that you post here relating to Telvent DTN IQFeed products and services.
Please keep in mind that some customer service/technical …
But I am fairly confident the answer is that NT doesn't support spreads.
thanks Mike, seems from all the reading that NT doesn't support and don't plan on it in NT8.
i'm developing my strategies in R and still evaluating execution systems and data feeds (thought it was going to be more straight forward, i thought the strat was the hard part ahha)
i'm an professional .net developer, any suggestions on a platform that is ideal for statistical arbitrage/pairs style strategies?
( i know it can be done in NT) but whats the best for a .net guy like me ?