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  • Spread Chart

    How can I create a futures spread chart such as between, say, US H4 and TY H4.

    I'm interested in difference and ratio.

    TIA

    Tom

  • #2
    Tom
    Type US H4 -TY H4 as the symbol for the spread or US H4 /TY H4 for the ratio. Notice that there is a space between the first symbol and the operator and no space after the operator and the second symbol.
    If you want you can also apply a weight for example 3US H4 /TY H4. The weight can be expressed also in decimals.
    Hope this helps
    Alex

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    • #3
      Better yet, use the electronically traded 30 year and 10 year. ZB h4 - ZN h4. Using these you will always have a more accurate spread quote because your spread will be quoted instantly versus the delay the pit offers. These contracts are also more liquid that what trades in the pit, a big plus. Another plus is your orders can be automated and tracked.

      Trevor Harnett
      MarketDelta.com
      Trevor
      www.marketdelta.com

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