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#WTI #RBOB pair #trade : scaled in @14.58
How to calculate and trade Simple Crack Spread using gasoline (RBOB) and Texas Oil (WTI) Futures
.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
14.5802
7/2/2018 12:21
FUTURE
SELL
-1
TO OPEN
/CLQ8
18-Aug
FUTURE
73.96
73.96
MKT
7/2/2018 12:21
FUTURE
BUY
1
TO OPEN
/RBQ8
18-Aug
FUTURE
2.1081
2.1081
LMT
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