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Fly Quotes

PostPosted: Sun Jul 10, 2016 4:06 pm
by Nick
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

Re: Fly Quotes

PostPosted: Mon Jul 11, 2016 12:09 pm
by Roman
Hi Nick, quotes for butterfly are there. Spread matrix not, because you can't do matrix for more than two legs.

Re: Fly Quotes

PostPosted: Tue Jul 12, 2016 6:39 pm
by Nick
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

Re: Fly Quotes

PostPosted: Wed Jul 13, 2016 11:55 am
by Roman
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

Re: Fly Quotes

PostPosted: Fri Jul 15, 2016 4:35 pm
by Nick
That would be great! Thanks