Forum: Options
August 11th, 2018, 04:28 PM
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Replies: 610
Views: 190,231
ES-YM
Some brokers just add the margin for each side which can typically be $10,000 - $14,000 .
Some brokers know and use the fact that the spread volatility is largely reduced. The IB maintenance...
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Forum: Options
August 11th, 2018, 04:00 PM
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Replies: 610
Views: 190,231
(ES - YM ) spread ?
For the spread (ES - YM) margin varies a lot from one broker to another. For IB the margin is about $1500.
For TOS the margin is approximately $12000 . Since ES and YM are futures, does ...
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Forum: Options
November 3rd, 2013, 02:43 PM
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Replies: 610
Views: 190,231
File location.
I have my copy of the PC Span, and it seems to work.
"Here is where you acquire the daily array files.
ftp://ftp.cmegroup.com/pub/span/data/"
Can some one direct me to the file name for the ES...
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Forum: Options
October 23rd, 2013, 12:00 PM
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Replies: 610
Views: 190,231
Expense
I noticed there is a $10.00 charge to download the PC Span. Are there any other charges for the data used
for calculating span??
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