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Russell - Nasdaq Algo Trade #3
Long Russell short Nasdaq trade using 2*/RTY -/NQ ratio:
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Order Type
Spread
1/2/2020 12:32
FUTURE
BUY
2
TO OPEN
/RTYH20
20-Mar
FUTURE
1657.9
MKT
-10940
1/2/2020 12:32
FUTURE
SELL
-1
TO OPEN
/NQH20
20-Mar
FUTURE
8836.5
MKT
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