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PC-SPAN

  #511 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274


peternguyen View Post
Thanks heaps. Calling him now.

You should just have to ask him if margin requirements are any different for international customers.

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  #512 (permalink)
 ron99 
Cleveland, OH
 
Experience: Advanced
Platform: QST
Broker: QST, DeCarley Trading, Gain
Trading: Options on Futures
Posts: 3,081 since Jul 2011
Thanks Given: 980
Thanks Received: 5,785


peternguyen View Post
So it is not the actual margin that OJBrien charges? What would be the amount that the DeCarley holds as the margin for the above 2 contracts?
Thanks

SPAN margin

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  #513 (permalink)
uuu1965
Riga Latvia
 
Posts: 107 since Jan 2013
Thanks Given: 441
Thanks Received: 72


@Dudetooth

Happy New Year!
My XLS-SPAN (05d) spreadsheet shows incorrect options price for ESH8 P 2690 and P 2630 options (yesterday settlement price was 52.70$ for ESH8 P 2690 and 35.8$ for ESH8 P 2630).
Can you please check yours?


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  #514 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274


uuu1965 View Post
@Dudetooth

Happy New Year!
My XLS-SPAN (05d) spreadsheet shows incorrect options price for ESH8 P 2690 and P 2630 options (yesterday settlement price was 52.70$ for ESH8 P 2690 and 35.8$ for ESH8 P 2630).
Can you please check yours?

Attachment 244982

@uuu1965

Happy New Year to you as well!

The prices you got were the prices released in CME's risk file, which were very close to what they show on QuickStrike.


I even checked the complete cycle risk file and got the same price that the spreadsheet produces. I'm not sure what risk/settlement data QuickStrike is using, but it is not the pa2 files that they produce.

Where were you getting the other numbers?

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  #515 (permalink)
uuu1965
Riga Latvia
 
Posts: 107 since Jan 2013
Thanks Given: 441
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Dudetooth View Post
@uuu1965

Happy New Year to you as well!

The prices you got were the prices released in CME's risk file, which were very close to what they show on QuickStrike.


I even checked the complete cycle risk file and got the same price that the spreadsheet produces. I'm not sure what risk/settlement data QuickStrike is using, but it is not the pa2 files that they produce.

Where were you getting the other numbers?

Thanks!
All another prices are correct! Exept ESH8 P 2690 and P 2630! I compared to the Gain Capital daily report.
All data from:
https://ftp://ftp.cmegroup.com/pub/span/data/cme/


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  #516 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274


uuu1965 View Post
Thanks!
All another prices are correct! Exept ESH8 P 2690 and P 2630! I compared to the Gain Capital daily report.

I would conclude that Gain Capital's daily report is wrong for those two strikes in this case.

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  #517 (permalink)
 ron99 
Cleveland, OH
 
Experience: Advanced
Platform: QST
Broker: QST, DeCarley Trading, Gain
Trading: Options on Futures
Posts: 3,081 since Jul 2011
Thanks Given: 980
Thanks Received: 5,785

XLS-SPAN prices match CME prices
https://www.cmegroup.com/daily_bulletin/current/Section48_E_Mini_S_And_P_500_Put_Options.pdf


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  #518 (permalink)
uuu1965
Riga Latvia
 
Posts: 107 since Jan 2013
Thanks Given: 441
Thanks Received: 72



@ron99
@Dudetooth

Sorry gentlemen,
It was my mistake because I blurred the option symbols (instead of ESH8 P 2690 and ESH8 P 2630 but EWH8 P 2690 and EWH8 P 2630)

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  #519 (permalink)
uuu1965
Riga Latvia
 
Posts: 107 since Jan 2013
Thanks Given: 441
Thanks Received: 72

Hi,
I try to scan Crude Oil (CL) on @Dudetooth spreadsheet (XLS-SPAN (05d)) and get Run-time error 13: Type mismatch.
Is the symbol changed?

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  #520 (permalink)
 Dudetooth 
Steubenville Ohio
 
Experience: Intermediate
Platform: OX, OEC, RJO
Trading: Options on Futures
Posts: 266 since Sep 2012
Thanks Given: 30
Thanks Received: 274



uuu1965 View Post
Hi,
I try to scan Crude Oil (CL) on @Dudetooth spreadsheet (XLS-SPAN (05d)) and get Run-time error 13: Type mismatch.
Is the symbol changed?

It appears as though CME has changed some of the codes in the pa2 files. I should be able to get a fix out in a day out two.

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