Hi, guys, I'm trying to create a generic combo consisting of 2 different future contracts trading on Globex, say ES-NQ. When I drag and drop even the first contract (ES) into the generic combo dialog, TWS gives an error box, saying: "Only some US future contracts (CME, ONE, CFE and EUREXUS) are supported for generic combo." I tried 2 contracts that are somehow listed on CME (GE and SPY). These work ok and I can create a generic combo. So I presume there is a bug in TWS, where they check for the exchange to be CME instead of Globex. I want to have a generic combo so that I can submit it as one order, instead of 2. Do you guys have any luck with that? 'Coz I'm completely lost...
Generic combos for ES-NQ were working without problem on earlier versions, but since March or April 2008 IB decided not suppofrt this kind of combination anymore.
I see the CME has a the NQ_YM spread listed on its website but I don't see it on IB's TWS (but it was listed in the past, build 846 I believe). Does anyone have an update? Thanks