Combinations Support for analyze module

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Nick
 
Posts: 36
Joined: Fri Oct 25, 2013 1:13 pm

Combinations

by Nick » Sat Jan 31, 2015 4:42 pm

Hi,

I use the Combinations feature every so often.

Would it please be possible for the application to stop displaying spreads where one (or both) leg has expired? This will enable you to perhaps show more spreads in the space that are still relevant/trading.

Thanks,

Nick

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Combinations

by Roman » Sun Feb 01, 2015 10:03 am

Hi Nick, I think we are not showing expired spreads in combinations (except spread from builder). Can you give me example spread to replicate it? Thanks

Nick
 
Posts: 36
Joined: Fri Oct 25, 2013 1:13 pm

Re: Combinations

by Nick » Sun Feb 08, 2015 4:48 pm

Sure Roman -

Put RBJ15-RBK15 in the analyser/builder, then look at it in Combinations.

The first 3 spreads shown are RBG15-RBQ15, RBG15-RBV15, then RBG15-RBG16. Today is 8-2-15, RBG15 had a LTD on 30-1-15. Therefore, the first leg of these 3 spreads has expired. Agreed?

I get a similar output for every commodity - some spreads where the nearby contract is no longer traded.

I think the combinations is a good application, and would be even more useful if it displayed more spreads that are tradable.

Nick

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Combinations

by Roman » Mon Feb 09, 2015 9:35 am

You are right, I will change it in new version release.

Nick
 
Posts: 36
Joined: Fri Oct 25, 2013 1:13 pm

Re: Combinations

by Nick » Thu Feb 12, 2015 5:40 pm

Thanks :)

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