IB-INDEX ARBITRAGE METER FOR NQ &ES FUTURES !?!

Discussion in 'Trading Software' started by larrybf, Aug 22, 2001.

  1. IB has a new feature for futures traders called the index arbitrage meter. I don"t think it is working correctly.Please Def or someone else can you offer some insight . Thank you.
     
  2. def

    def Interactive Brokers

    tell me what you think is wrong and I'll look into it.

    The arb meters are simply designed to show the extent of a discount or premium relative between the cash and the front month future. Green -> premium; Red -> Discount.

    Fair Value = cash index price + interest - dividends

    prem/disc = future price - Cash index price - FV

     
  3. thank you def. I had the green and red indicators reversed.

    with your explanation it now makes sense. BY the way, I think the trading platform is terrific just as it is and your interface on this website helps tremendously. I hope management know the important role you play with us traders. Thanks again.











     
  4. PKJR

    PKJR

    where do I find that feature? Is it in a beta version?
    Tks
     
  5. Is this tool available to equities traders? What is required to access it?
     
  6. vitajex

    vitajex

    Yes, you should be able to access the Index Arbitrage
    Meter even from a stock account.

    Type in the symbol NDX, select Index from the menu.
    You can do the same for SPX (are there others?).

    Once you have a row containing the index, right click
    and choose Show Arbitrage Meter.

    -v