Like is it possible to find the actual native datas for Corn vertical spreads or wheat butterflies? Is it even available on bloomberg or reuters? Is there a way to find if there are actual trades taking place in a particular strategy? I always see wide quotes from market makers on those markets but I wonder if there are some trades taking place...Thanks a lot.
Dunno about the specifics of your markets, but are you implying you trade without collecting data? Ie. don't you know the OpenInterests and the intraday Volumes?
I was watching some soymeal butterflies, and I agree if you watch corn verticals for example , they are just a couple ticks wide. But is it possible to get some intraday data of those strategies?
I don't trade them yet. I don't know the open interest and volume of the particular strategy, I can find for sure the OI and volume of the different legs...
I don't think OI would be tracked as there is no specific OI for a vertical just as there is no specific OI for a time spread. For volume that's a good question. You could probably hack something together but the data would most likely be prone to blurring from actual outright trades.