I cant find definitive information on what spreads are supported by Globex? Veticals, condors? Anything at all? If not - does that mean I will have to leg in all the time and preferably starting with buy legs (as sell legs will hit with heavy margin). Is that what you normally would do? Or is there other solutions? (like do not trade options on futures )
Yes they are there. See http://www.cmegroup.com/confluence/display/EPICSANDBOX/Options+Strategies Not all brokers quote them.
You can get access to them for free thru: http://www.cmegroup.com/globex/introduction/features-and-functionality/eos-trader.html