Is anybody here using IB TWS for combo's (spread) on similar, but different underlying? Examples would be 2 leg Steepeners or Flateners on ZF,ZN, ZB? or ... COIL vs. WTI (or 2 * QM)? ... is it possible to construct a combo in TWS with legs on different futures contracts? (searching on ET found nothing) Thank you in advance for the help/advice.
I think it depends on the pair - you can create a spread combo ticker using Generic Combo and trade that ticker to trade the spread. I don't think all futures pairs are available for it though. You may try creating the spread ticker for the pair you are looking at.