My energy trades

No, not at all. You can post that kind of trades. But Overnight is right. When displaying spreads as a result of OHLC datas of different legs, you end up with time series with unreasonable ranges. They use for example F and H highs and G low of a bar to generate the high of the "butterfly" for the time period, but those highs and lows didn't happen at the same time inside the bar, so it clearly wasn't tradable. For example, the F fly currently has a 5 tick daily range between -0.15 and -0.2. Good luck getting a fill at -0.35.
 
TraDaToR said:
No, not at all. You can post that kind of trades. But Overnight is right. When displaying spreads as a result of OHLC datas of different legs, you end up with time series with unreasonable ranges. They use for example F and H highs and G low of a bar to generate the high of the "butterfly" for the time period, but those highs and lows didn't happen at the same time inside the bar, so it clearly wasn't tradable. For example, the F fly currently has a 5 tick daily range between -0.15 and -0.2. Good luck getting a fill at -0.35.
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thank you ... looking at the chart I suspected that something is/was wrong... I appreciate your sharing your insight...
 
TraDaToR said:
11/25/19 : Long ethanol F/G @-0.011.

- Z/F just went ballistic today.
- Argo terminal rail strike, difficulties for ethanol plants to get corn ( basis, moisture...).

Beware this contract us getting illiquid. Don't hold to close to FND if you are tempted...;)
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Last call for the ethanol F/G spread. Still 10 lots on hanging at -0.012.;)
 
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