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bone
ET Sponsor

Registered: Apr 2002
Posts: 4317

 

04-25-12 05:24 PM

And the previous TT spread market order book matches the exchange spread chart with live Nymex data:

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grg03002
 

Registered: Sep 2008
Posts: 160

 

04-25-12 07:15 PM

Thanks og I was not aware I will look into it, and I don't ever ask them for anything that is one of the few things I've asked them because I just don't really care to trade futures on IB. Either way I don't understand why the default wouldn't be the exchange quoted way, that is what I am saying.

Also I did not say Bone quotes the spread I said that is how it is quoted on his software the same way the CME does it.

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stanage
 

Registered: Aug 2007
Posts: 22

 

04-26-12 03:40 PM

Hey Bone,

Does eSignal have historical data for the implied spreads?

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stanage
 

Registered: Aug 2007
Posts: 22

 

04-26-12 04:21 PM

I guess that fact that you have posted some examples of historic implied spreads answers my question

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