spread trading

Entering Symbols for Spreads

A spread is a contract that is filled on more than one contract. One type of spread spread is the Calendar Spread, which is an option strategy involving the simultaneous purchase and sale of options of the same type of security and strike price but different expiration dates. Contracts may be logically connected and treaded as a spread by an exchange. Currently, CQG Trader supports eCBOT reduced tick spreads only. A spread contract is a contract that represents the spread. It looks similar to the usual contract, but the special naming convention for spread contracts is described here.