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Never paid any attention to it, but after reading your note I looked at the
quote pages and there is a quote page for spreads (along with London, Zion,
Liberty, and other stuff I don't use). The markets setup has checkboxes to
enable spreads, so I assume the spread quotes must be available by
subscription from either DTN or BMI since those are the only two feeds
supported.
Earl
-----Original Message-----
From: James F. Mazzulla <tagteam@xxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Wednesday, September 23, 1998 11:44 AM
Subject: Re: Spread support
>However, spreads are also =quoted= as =spreads=. Take the
>Mini, for example. The Dec contract (ESZ8) is 5400 at 5425
>while March (ESH9) is 6000 at 7100. The ESZ8-ESH9 =spread=
>is 970 bid at 1050. Obviously, these quotes are "stale" but
>the point is that there's a disparity between the price
>quoted as a spread and the price difference between the two
>contracts that comprise the spread.
>
>Spreads are =quoted= and, as such, your quote vendor must
>transmit that quote. CQG, Bloomberg, and Reuters apparently
>transmit do so. AFAIK, the likes of Signal, BMI, and DTN do
>not. It's really just a matter of transmitting symbols.
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