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Exchange Listed Spread Data

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Legendary Market Wizard
Houston, TX
 
Trading Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
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kevinkdog View Post
I am pretty sure that using settlement prices of individual contracts and then running the proper calculation, and comparing it to the exchange spread settlement price, will always be the same.

Hmmmmm..... While Kevin's statement is correct for many (most?) situations I will offer a word of warning by saying that it is not uncommon for CL settlements to reflect spread prices that were unobtainable in real trading once you get out of the prompt few months.

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