Hi all, Sorry if this question is super basic or should be moved somewhere else. But for the life of me, I can't seem to find an easy way to query a listing of every exchange supported spread. For my purposes, I'm looking specifically at butterfly spreads in a few futures products. I know I can go to most brokers (say IB), and typically query each contract with a "-" to indicate I'm looking for a spread. Example: CLKM-CLQ8-CLV8 (Crude Light June,Aug,Oct). But that requires me to manually create that search criteria. Is there a way I can search programmatically a listing of spread products? A big reason for doing this would be so I don't need to manually create a new subscription every time a calendar rolls over. (example, say June expires. I'd want to make a new subscription to Aug-Oct-Dec)
I have the CQG Symbol list. The symbology is different from other software but includes all the spreads. I can't load an excel file here. Email me and I will send it to you. Or go here https://www.cqg.com/partners/exchanges/tradable-symbols Bob
>Can I assume you are not looking for options but the term spreads in the future? Yes, correct. And thank you kindly for offering your current list. Since you mentioned CQG, it looks like I can pull it directly from their site? - https://www.cqg.com/partners/exchan...ld_tradable_symbols_instrumen:Calendar spread I'm actually specifically looking for calendars and flys for the CME.
Hey wait, I found a way to filter specific exchanges Thanks a bunch! I can probably just scrape this page for now. Or be a good citizen and look into their api's to see if they provide this listing programmatically