Friday, June 4, 2010
No Trading Today
I spent the day learning how to use CQG's Spreader. Hopefully, we will see improved fills. If the execution are really good, perhaps we can try to execute more intra-day scalping. One interest thing was that ethanol futures didn't work at all in their Spreader (at least not against corn); it took support staff about 30 minutes to sort out some bugs. This indicates they have about zero customers trying to execute that spread.
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Did things get straightened out?
ReplyDeleteStraightened out enough to use it, though the labeling was still ugly--for some reason CQG seems to price ethanol in dollars and corn in cents. Getting them on the same scale shouldn't be difficult, but there seemed to be a glitch caused by corn trading in quarters (posted as eighths) of a cent and ethanol trading in tenths.
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