Fly Quotes Support for analyze module

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

Fly Quotes

by Nick » Sun Jul 10, 2016 4:06 pm

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

Roman
 
Posts: 100
Joined: Tue May 14, 2013 12:59 pm

Re: Fly Quotes

by Roman » Mon Jul 11, 2016 12:09 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

Re: Fly Quotes

by Nick » Tue Jul 12, 2016 6:39 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

Roman
 
Posts: 100
Joined: Tue May 14, 2013 12:59 pm

Re: Fly Quotes

by Roman » Wed Jul 13, 2016 11:55 am

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

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

Re: Fly Quotes

by Nick » Fri Jul 15, 2016 4:35 pm

That would be great! Thanks

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