Monday, August 28, 2017

martingale #wti crack spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
20.4354
8/28/2017 12:12 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5887 1.5887 MKT
8/28/2017 12:12 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 46.29 46.29 MKT
19.6076
8/28/2017 9:04 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 47.5 47.5 MKT
8/28/2017 9:04 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5978 1.5978 MKT

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