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Mechanical/System Trading with Statistical Edge
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Crack Spread (#1): $280
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
15.7678
5/2/2017 7:05
FUTURE
SELL
-1
TO CLOSE
/RBN7
17-Jul
FUTURE
1.5559
1.5559
MKT
5/2/2017 7:05
FUTURE
BUY
1
TO CLOSE
/CLN7
17-Jul
FUTURE
49.58
49.58
MKT
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