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 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 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.