Indicator on spread

Investor r/t from www.linnsoft.com
will do indicators on spreads. Takes history and real-time data from IB so no extra exchange or datafeed fees. $50 a month. Windows or MacOS.
 
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https://www.iqfeed.net/ $75 a month, CME fee waiver, has spreads as symbols so no need to subtract one from the other in your charting program. An indicator can be applied as usual to a chart of a spread symbol and backtesting can be done.
 
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My concern about most of these charting packages being mentioned is twofold: 1. Can they perform a study-on-a-study, and 2. Do these charting packages have exchange supported implied spreads ?

The exchange spreads are vital, because otherwise for intramarket spreads any synthetic expression will chart with a considerable lag error.
 
bone said:
My concern about most of these charting packages being mentioned is twofold: 1. Can they perform a study-on-a-study, and 2. Do these charting packages have exchange supported implied spreads ?
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1. Investor r/t, $50 a month, Windows or MacOS, from www.linnsoft.com will chart a study on a study.

2. See iqfeed, $75 a month CME fee waiver, symbol guide http://www.iqfeed.net/symbolguide/i...isplayaction=support&section=guide&web=iqfeed set security type to inter-commodity futures spread and click on search.

Multicharts and Investor r/t support iqfeed so you can chart the inter-commodity futures spread from the exchange and put a study on it.

There is a version of qcollector for iqfeed http://www.mechtrading.com/qcollector/dtn/index.htm so you can get the exchange spread tick or historic data into excel or your own code.

List of software programs that work with iqfeed. http://www.iqfeed.net/index.cfm?displayaction=data&section=software
 
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In conclusion IQfeed is better than Esignal and CQG as they are just spread calculators taking one futures contact from another. Iqfeed has exchange inter-commodity futures spread data in real-time, historic tick and defined time series.
 
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just21 said:
In conclusion IQfeed is better than Esignal and CQG as they are just spread calculators taking one futures contact from another. Iqfeed has exchange inter-commodity futures spread data in real-time, historic tick and defined time series.
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I cannot speak for IQfeed but your conclusion regarding eSignal and CQG "being just spread calculators taking one futures contra[c]t from another" is simply not true at all. Both eSignal and CQG charting platforms have US and European exchange supported spread data, both inter and intra commodity - both real time and delayed. I speak from solid long term personal experience as a subscriber and user to both CQG and eSignal.
 
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