Hi SA Team,
Would it please be possible to include Butterfly quotes in the Quote page as you do for spread quotes when a spread is selected in builder?
Thanks,
Nick
Fly Quotes
Support for analyze module
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- Roman
- Posts: 145
- Joined: Tue May 14, 2013 12:59 pm
Hi Nick, quotes for butterfly are there. Spread matrix not, because you can't do matrix for more than two legs.
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- Nick
- Posts: 36
- Joined: Fri Oct 25, 2013 1:13 pm
Thanks for the reply Roman.
I was hoping that you'd calculate and publish the fly quotes - implying them from the outrights for users- rather than users having to calculate the fly price themselves as in your example.
The idea would be to see all fly prices at a glance to see where rich and cheap is on the curve. Many trading platforms like TT and CTS do this in the spread matrix - but I dont have those open at all times, and the data is unavailable when the exchange/products are closed like the weekends.
Nick
I was hoping that you'd calculate and publish the fly quotes - implying them from the outrights for users- rather than users having to calculate the fly price themselves as in your example.
The idea would be to see all fly prices at a glance to see where rich and cheap is on the curve. Many trading platforms like TT and CTS do this in the spread matrix - but I dont have those open at all times, and the data is unavailable when the exchange/products are closed like the weekends.
Nick
- Roman
- Posts: 145
- Joined: Tue May 14, 2013 12:59 pm
Now I understand what you want 
Ok, that sounds useful, I put it to our project management and I we will add it in next version.
https://www.seasonalgo.com/pm/seasonalgo/issues/516
Ok, that sounds useful, I put it to our project management and I we will add it in next version.https://www.seasonalgo.com/pm/seasonalgo/issues/516
5 posts
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