Thursday, August 24, 2017

martingale #wti #oil short oct 17 Crack Spread @17.12

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack  Spread
17.1284
8/24/2017 11:52 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5442 1.5442 MKT
8/24/2017 11:52 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 47.4 47.4 MKT
8/24/2017 9:55 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.5412 1.5412 MKT
8/24/2017 9:55 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 47.93 47.93 MKT

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