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Not big enough :-). I do follow a large portfolio of commos spreads + Eurodollar which is my main market. Only started commos spreading recently, really like it so far!

I don't trade this expiry yet, only trade the front 3 expiries. I am bearish too.

My favorites are Cotton, Feeder Cattle, Lumber and OJ.

Only 2 as it was hard to get some execution on the back spread...

The bump has disappeared, time to exit:

A trade idea on Lumber: Long Lumber butterfly (1*Nov17-2*Jan18+Mar18) @ -15.1 to trade a bump on the forward curve. See charts below: It is really illiquid so difficult to put some decent size, should be better in a few weeks.

Great thanks will try it.

That's the request that I make: 2017-08-15 07:53:05.898 HTT,@KWU17-@KWZ17,19900330 000000,20170815 075303,,,,1,

I was just wondering if it was possible to download historical ticks (trades and quotes) from IQFeed using their API but it seems that only trades are available and not quotes. I already have a subscription to IQFeed.

I live in the Bahamas, 0% income tax or capital gain tax. There's only an import duties tax which makes life more expensive than most other places (US, UK, etc...). Housing is also expensive if you want to live in something decent... There are good flight connections to the US and the UK.

Hi, Does anyone have access to the IQFeed API by any chance? I have one small question regarding one application that I am working on to download historical data but would like to avoid having to pay $360/year... Thanks

Great thanks, will give this a try. Do you know by any chance if it is possible to get market data for this also? I looked in the API and it seems that getting data for BAG is not supported? Although I might be wrong...

Hi, I realize this is an old thread but haven't found anything more recent on this. Does anyone know anything about this by any chance? I am looking at trading and getting market data for calendar spreads through the TWS API. Thanks

Mine were and I was also offered a 50% discount on the monthly platform fee.

The bug also affected GTC orders, I had a couple of orders that were executed... As Maverick74 mentioned, they offer to cover the losses so we will see if they actually do it.

@Tradovate: What's the status with futures spreads and butterflies? Are they still not supported?

You can find some interesting documents on the CME: http://www.cmegroup.com/education/files/curvature-trading.pdf

A suggestion to add: Spreadsheet Trader like CQG (see http://www.cqg.com/solutions/electronic-trading). I find this very useful.

Would you consider adding a connection to CTS T4 by any chance?

I confirm the 50 cents per contract with CTS, this is the reason why I chose them as I trade mainly spreads and flies on the Eurodollar.