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Strategy Editor-Spread Tab

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    Spread Tab

  1. Identifier: Alphanumeric identifier of this strategy definition. Self-generated and read-only.
  2. Description: The name or description of this custom spread. Left click in value area to edit.
  3. Quotation Method: What method to use to present the strategy market quotes.

      *ThePrice method displays quotes in Ticks.

      *The NetChange method displays quotes as the difference in Ticks from the last settlement.

  4. Quotation Pricing:

    What pricing model to use to compute strategy quotes.

      *The Cash pricing method converts each leg price to Cash (i.e. Cash=Ticks*TickValue/Numerator) and aggregates all legs with multipliers.

      *The Ticks pricing method uses each leg Tick directly and aggregates all legs with multipliers.

      *The Decimal pricing method converts each leg price to Decimal (i.e. Decimal=Ticks/Denominator) and aggregates all legs with multipliers.

      *The Yield pricing method converts each leg price to its equivalent yield value and aggregates all legs with multipliers. Only supported for treasuries.

  5. Enable Advanced Pricing: Determines whether Advanced Pricing is enabled in order to edit Price Parameters for quotation pricing.

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