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DJI - SP500 Pair Trade #2
Short SP500 vs. long DJI using micro futures:
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Type
Price
Order Type
Spread
11/27/2019 12:43
FUTURE
BUY
2
TO OPEN
/MYMZ19
19-Dec
FUTURE
28101
MKT
16895
11/27/2019 12:43
FUTURE
SELL
-2
TO OPEN
/MESZ19
19-Dec
FUTURE
3148
MKT
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