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Posts Made By:
kevinkdog
Forum:
Brokers
June 4th, 2015, 08:58 PM
Replies:
8
Exchange Listed Spread Data
Views:
2,033
Posted By
kevinkdog
VERY good point. You may not be able to trade at...
VERY good point. You may not be able to trade at the settlement prices, especially as you go to lower volume contracts. I try to account for this with healthy slippage estimates when I am designing...
Forum:
Brokers
May 29th, 2015, 05:50 PM
Replies:
8
Exchange Listed Spread Data
Views:
2,033
Posted By
kevinkdog
I agree. Having OHLC exchange spread data would...
I agree. Having OHLC exchange spread data would be great! I hope you find a source.
(Tradestation has told me that they plan to offer it - meaning it can be tested, etc - sometime in the near...
Forum:
Brokers
May 29th, 2015, 05:17 PM
Replies:
8
Exchange Listed Spread Data
Views:
2,033
Posted By
kevinkdog
I am pretty sure that using settlement prices of...
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.
...
Showing results 1 to 3 of 3
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