Charting the TUT spread on IBKR
- Thread starter xandman
- Start date
Robert Morse
Sponsor
This is CQG QTrader. The TUT December spread. Not much data. Must be new today.
TUT = (2000 * ZTZ22) - (1000 * ZNZ22) gives you the cash value, so you just make a 'virtual security' and chart the midpoint.
Made it as you recommended. Thank you.
I don't have my fixed income/futures concepts lined up tonight. Does the net difference in the high/low (about $2000) reflect what would have happened to my PnL on a 1 lot TUT?
Strangely, the order window has the TUT contract value being $300k.
Thanks again.
Yea. The cash value is always $1000 times the quote on ECBOT. The math behind that is complicated. I'm starting to think this is the thing to be trading. Everything else is repricing whenever it moves anyway.
I want to know how to trade the actual ICS 'native' spread on IBKR.
I want to know how to trade the actual ICS 'native' spread on IBKR.
I am not sure of anything. The first time I sent an order, it flashed a message about routing. I accidentally clicked away without fully reading. It may have been that native routing message seen below.
The midpoint b/a is currently as follows:
But using COMBO orders, we have:
I should buy the cheaper one! JK.
Do we know how to create something like this on a Bloomberg terminal?
Virtual/Simulated...whatever hits the side of the barn.