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Spreads Overview

The Spreads component displays a tabular representation of pre-defined formula calculations accessing real-time data.  Formulas represent data in Individual or Chain format.  All prices represented are live and streaming.

 

 

Quote Chain Spreads

Quote chain spreads apply a spread formula to every contract in the chain.  For example, the spread formula:

 

spread1=Chain(“/HU”)-Chain(“/HO”)

 

would display a row for the last price of each actively traded /HU and /HO contract (day session only).  

 

Quote chain spreads also support inter-month calculations.  For example, the spread formula:

 

spread1=Chain(“/HU”, 0)-Chain(“/HU”, 1)

 

would display a row with the differences between every successive month within a single quote chain.

 

One quote chain formula is allowed per component.

Individual Spreads

Individual spreads apply a spread formula to one or more symbols, and return a single value.  For example,  the spread formula:

 

spread1=(Last(“#PCACG00”)*42)–(Last(“#PCACT00”)*14)

 

would return a single value based on the formula applied to the last price for the symbols involved.  Up to 100 individual spread formulas may be added to a single spread component.