How to chart spreads?

Discussion in 'Technical Analysis' started by .sigma, Apr 23, 2020.

  1. narafa

    narafa

    Check if TradeStation (https://www.tradestation.com/) offers this in their platform.

    As per my knowledge, charting such types of spreads (Option Spreads or multi-leg positions) is not offered by anyone (At least with a high level of accuracy).

    The spreads must be charted using Bid and Ask prices (Not traded or last prices), so for any platform to correctly chart those, they need to have the options Bids and Offers stored on a tick by tick basis (Or with some conflation of no more than 30 seconds for this to be close to accurate). To my knowledge, no retail platform does this. Even institutional grade platforms considers this to be too much data to be stored for very little use or demand.

    Refinitiv (formerly Thomson Reuters) has a tick history product (Tick data goes back to 1996 and Historical Bid and Ask prices are included) but I am not sure if this product covers options or not. On top of that, the product gives you data, you need to work on that data & chart it.

    Hope that helps.
     
    #11     Apr 25, 2020
  2. ZBZB

    ZBZB

    Www.esignal.com classic delayed will do futures spread charts $55 a month. Www.tradingview.com
    www.cmegroup.com click on futures price then chart icon from next screen then enter spread this is free delayed or you can pay exchange fee to get it real time. This is a free version of TradingView for CME products.
    Www.cqg.com is a spread calculator.
     
    #12     Apr 25, 2020