Tuesday, August 29, 2017

martingale #wti short Oct 17 Crack Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
21.449
8/29/2017 15:52 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.6145 1.6145 MKT
8/29/2017 15:52 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 46.36 46.36 MKT
20.7662
8/29/2017 14:52 FUTURE BUY 1 TO OPEN /CLV7 17-Oct FUTURE 46.48 46.48 MKT
8/29/2017 14:52 FUTURE SELL -1 TO OPEN /RBV7 17-Oct FUTURE 1.6011 1.6011 MKT

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