Access to Calendar Spread datas through IB API

Discussion in 'Data Sets and Feeds' started by TraDaToR, Feb 5, 2008.

  1. TraDaToR



    I'm trying to figure out if / how you can access calendar spreads real -time datas through IB API.

    I've tried enter it as a BAG type in excel but I can't figure out how to define the legs... I also tried to enter it as it is displayed in TWS ( Calendar Spread: -(1) MAR 08 + (1)MAY 08 ) but it doesn't work either.

    Does someone know how to get those datas in excel?

    Thanks for your help.