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how to plot spread between CL 08-14 and CL 09-14 ?
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how to plot spread between CL 08-14 and CL 09-14 ?

  #11 (permalink)
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rleplae View Post
I found the indicator, thank you very much.
somehow i tried to find it on the NT website but failed
now i found it

Another question:
What are the rules that are applied, if you sell short an august contract and buy long the september?
Do you need margin for both the two contracts and the full loss if it starts to move without taking into account the gain ? or does the gain on the contract that is winning count as margin as long as the trade is open ?

Depends on your broker. You can directly buy/sell the spread.

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  #12 (permalink)
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Omer עומר / Israel י
 
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Fat Tails View Post
Depends on your broker. You can directly buy/sell the spread.

I am with mirus (now ninja brokerage)

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  #13 (permalink)
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rleplae View Post
I am with mirus (now ninja brokerage)

Then ask them about the margin requirements for calendar spreads.

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  #14 (permalink)
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I have absolutely NO experience with Ninja. Having said that, if Ninja will allow you to chart the exchange supported spread that would be absolutely the best solution. In fact, it's the best solution for any spread combination in terms of latency and correct settlements and bid/ask.

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  #15 (permalink)
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spraids


PropArb View Post
I have absolutely NO experience with Ninja. Having said that, if Ninja will allow you to chart the exchange supported spread that would be absolutely the best solution. In fact, it's the best solution for any spread combination in terms of latency and correct settlements and bid/ask.

I have seen the spreads in the IQ feed symbols when i updated my Babar tool
but i wouldn't know how to link that into a symbol in ninjatrader as an instrument..
i will have to google it or ask ninjatrader support, if that is possible

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  #16 (permalink)
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rleplae View Post
I have seen the spreads in the IQ feed symbols when i updated my Babar tool
but i wouldn't know how to link that into a symbol in ninjatrader as an instrument..
i will have to google it or ask ninjatrader support, if that is possible

If you have access or can ask an acquaintance with a trading front end and FCM that supports exchange spreads - you'll see what I mean immediately.

If you are just synthetically combining the flat price CL Q4 with CL U4 futures products together into a singular expression, the latency for the less liquid product (s) will completely distort the reality of the true spread market. Having said that, Q4 and U4 are prompt months with plenty of liquidity, so the distortion effect will not be so evident. But something like CL U4 vs CL H5 the distortion will be very evident between the exchange spread and the synthetic expression.

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