Hi,
I am using CQG (via AMP) as both my data source and trading interface. While I can see all the outright future contracts that I need to see when I run a "*" search, I am unable to get MultiCharts.NET to show exchange-listed calendar spread contracts. I know that that they indeed exist and what their CQG tickers are, that AMP allows me to trade them, I can trade them and I have traded them with CQG before. What is the magic I need to perform to be able to see them and pull up a DOM or a chart of these instruments in MultiCharts.NET?
Example to practice on:
Outright contract F.US.HBSH16 -- I can see this guy
Outright contract F.US.HBSM16 -- I can see this guy
Calendar spread between them F.US.HBSS1H16 -- I cannot see it. Why?
Thanks
Exchange-traded calendar spreads using CQG -- how?
- JoshM
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Re: Exchange-traded calendar spreads using CQG -- how?
The Wiki mentions:
But if I read this thread then it doesn't seem possible since MultiCharts cannot deal with negative prices. I hope for you this feature has been added since that topic, but I don't know of it being added lately.In MC one is able to trade on a spread only if it is exchange traded spread and it is provided by your data vendor as a single separate instrument that is added to QuoteManager database (see Adding Symbols to Database) and mapped correctly to the corresponding broker instrument in Symbol Mapping window. If there is no such instrument on data source end and at your broker, then it is not possible to trade such spread.
Re: Exchange-traded calendar spreads using CQG -- how?
Hi,
Yeah, I saw that thread too. It's been two years since, so I'm guessing that they should have fixed the negative prices issue by now... spreads are very important! Regardless of whether the negative prices have or have not been fixed, the calendar spread instruments do not even show up in the symbol search. I don't think that this is to do with negative prices, although I was very surprised to see that negative prices were an issue to start with -- it's a pretty basic requirement.
Yeah, I saw that thread too. It's been two years since, so I'm guessing that they should have fixed the negative prices issue by now... spreads are very important! Regardless of whether the negative prices have or have not been fixed, the calendar spread instruments do not even show up in the symbol search. I don't think that this is to do with negative prices, although I was very surprised to see that negative prices were an issue to start with -- it's a pretty basic requirement.
- Henry MultiСharts
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Re: Exchange-traded calendar spreads using CQG -- how?
Hello mt99,
At the moment only the following security types are supported for the CQG connection: Indexes, Futures.
Please see Supported security types.
At the moment only the following security types are supported for the CQG connection: Indexes, Futures.
Please see Supported security types.
Re: Exchange-traded calendar spreads using CQG -- how?
Thanks for the reply. Can you say what is stopping spread contracts from being supported? They are exactly the same as outright future contracts and it is perfectly possible to subscribe to them using the CQG API (I know this as I have done this in the past), which MultiCharts uses, so it has to be something in MultiCharts that is preventing them from being shown. What is it?
As I mentioned before, spread contracts are a very important part of the ecosystem and this is a major hurdle to getting people to use MultiCharts.
As I mentioned before, spread contracts are a very important part of the ecosystem and this is a major hurdle to getting people to use MultiCharts.