Quote from jwcapital:
Depending on your broker, you would like to enter both trades simultaneously. My broker ( I trade Future options on the ES (emini S&P 500) does not allow simutaneous entry, for market orders on futures options are not permitted on Globex. So, I ahd to leg in. I shorted the lower premium leg first..once that order was filled, I legged into the higher premium trade. I actually got a better total premium than if I had simultaneous order capability.
