Hi all,
Sorry if this question is super basic or should be moved somewhere else. But for the life of me, I can't seem to find an easy way to query a listing of every exchange supported spread.
For my purposes, I'm looking specifically at butterfly spreads in a few futures products. I know I can go to most brokers (say IB), and typically query each contract with a "-" to indicate I'm looking for a spread. Example: CLKM-CLQ8-CLV8 (Crude Light June,Aug,Oct). But that requires me to manually create that search criteria.
Is there a way I can search programmatically a listing of spread products?
A big reason for doing this would be so I don't need to manually create a new subscription every time a calendar rolls over. (example, say June expires. I'd want to make a new subscription to Aug-Oct-Dec)
Sorry if this question is super basic or should be moved somewhere else. But for the life of me, I can't seem to find an easy way to query a listing of every exchange supported spread.
For my purposes, I'm looking specifically at butterfly spreads in a few futures products. I know I can go to most brokers (say IB), and typically query each contract with a "-" to indicate I'm looking for a spread. Example: CLKM-CLQ8-CLV8 (Crude Light June,Aug,Oct). But that requires me to manually create that search criteria.
Is there a way I can search programmatically a listing of spread products?
A big reason for doing this would be so I don't need to manually create a new subscription every time a calendar rolls over. (example, say June expires. I'd want to make a new subscription to Aug-Oct-Dec)
