Exchange-traded CME spreads

[pippi]

Is it possible to get data for CME's exchange-traded spreads?

See following doc for more information:

http://www.cmegroup.com/globex/files/FuturesSpreadsonCMEGlobex.pdf

I couldn't find a corresponding document in esignal's support database.

[ACM]

Re: Exchange-traded CME spreads

pippi
You may want to try using the Symbol Search tool set for Exchange Traded Spreads and Chicago Mercantile (see enclosed screenshot example)
Alex

Originally posted by pippi
Is it possible to get data for CME's exchange-traded spreads?

See following doc for more information:

http://www.cmegroup.com/globex/files/FuturesSpreadsonCMEGlobex.pdf

I couldn't find a corresponding document in esignal's support database.

[pippi]

Got it, thanks.

Is it possible to get historical data for already expired spreads, like it is for expired individual contracts?

[ddurra]

You can view expired CME exchange supported spreads if you have a subscription to the data package. I look at mostly CBOT expired spreads, but the way you would input the symbol, for example, for corn is:

ZC H2008:ZCK8

So you have to put the 4 digit code for the expired first leg and only the 1 digit year code for the second leg.

[pippi]

Thanks ddura.

I tried that in esignal 11 and got 'Invald Symbol'. Appears to be a beta-problem, but it works fine in esignal 10.

[ddurra]

Glad it worked for you