Charting custom spreads (futures)

[hrokling]

I'm looking for input and experiences with various software packages for charting spreads (say FDAX and FESX) on an intraday basis based upon bid/ask. Meaning the chart isn't calculated off tick data, but actually executable prices.

I would very much appreciate your input on what you prefer or have used in the past! TIA!

 

[FullyArticulate]

Quote from hrokling:

Meaning the chart isn't calculated off tick data, but actually executable prices.

Wouldn't this be a one-way chart? +FUT1-FUT2 would not produce the inverse chart of +FUT2-FUT1.

To do what you're asking, the data feed would have to record every bid & ask change which I've not seen available.

Are spreads really that bad on the futures you're trading?

In any case, I'm also interested in good spread charting packages.

 

[hrokling]

It's more a case of wanting accurate charts I'm a sucker for candlesticks and especially if you're looking at a spread that's not too volatile (say it only has a range of only 2-3 ticks per time period) then I'd like to know that at least it would have been possible to execute at the charted price, although you would have had to wait in line.

I'm pretty sure you can do this with CQG for instance, but not certain. (Yes, I could try getting in touch with them )