F20 Simple Crack Spread

Long RBOB short WTI it is.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type CrackSpread
12/3/2019 12:58 FUTURE SELL -1 TO OPEN /CLF20 20-Jan FUTURE 56.19 56.19 MKT 9.6996
12/3/2019 12:58 FUTURE BUY 1 TO OPEN /RBF20 20-Jan FUTURE 1.5688 1.5688 MKT

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