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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Implied Spread Data
Author Topic: Implied Spread Data (2 messages, Page 1 of 1)

nigelp
-Interested User-
Posts: 4
Joined: Jun 10, 2010
Posted: Apr 25, 2012 01:45 AM          Msg. 1 of 2
Does IQFeed supply data from the implied spreads that are traded on CME and ICE?

I accept that you can synthetically create the spread from the underlying instruments, but the volume data will be very different.

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011
Posted: Apr 25, 2012 08:19 AM          Msg. 2 of 2
Hello Nigelp,

Yes, Implied trades are sent from the exchange and they do not qualify to
set a last/open/high/low, but they are counted in total volume.
 

 

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