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Mechanical/System Trading with Statistical Edge
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long #gas short #oil : simple #crack spread @19.08
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
19.0786
4/18/2018 9:05
FUTURE
SELL
-1
TO OPEN
/CLM8
18-Jun
FUTURE
67.79
67.79
LMT
4/18/2018 9:05
FUTURE
BUY
1
TO OPEN
/RBM8
18-Jun
FUTURE
2.0683
2.0683
MKT
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