Exchange-traded calendar spreads using CQG -- how?

Questions about MultiCharts .NET and user contributed studies.
mt99
Posts: 18
Joined: 24 Mar 2014
Has thanked: 1 time
Been thanked: 1 time

Exchange-traded calendar spreads using CQG -- how?

Postby mt99 » 19 Jan 2016

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

User avatar
JoshM
Posts: 2195
Joined: 20 May 2011
Location: The Netherlands
Has thanked: 1544 times
Been thanked: 1565 times
Contact:

Re: Exchange-traded calendar spreads using CQG -- how?

Postby JoshM » 20 Jan 2016

The Wiki mentions:
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.
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.

mt99
Posts: 18
Joined: 24 Mar 2014
Has thanked: 1 time
Been thanked: 1 time

Re: Exchange-traded calendar spreads using CQG -- how?

Postby mt99 » 20 Jan 2016

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.

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Exchange-traded calendar spreads using CQG -- how?

Postby Henry MultiСharts » 27 Jan 2016

Hello mt99,

At the moment only the following security types are supported for the CQG connection: Indexes, Futures.
Please see Supported security types.

mt99
Posts: 18
Joined: 24 Mar 2014
Has thanked: 1 time
Been thanked: 1 time

Re: Exchange-traded calendar spreads using CQG -- how?

Postby mt99 » 27 Jan 2016

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.


Return to “MultiCharts .NET”