i am very sure it's trades at different time? if you quote calendar spread, the spread of the spread is quite big. you won't get filled with negative price. it's different if you get filled separately. certainly not arb in that case.
【在 c*******y 的大作中提到】 : i am very sure it's trades at different time? : if you quote calendar spread, the spread of the spread is quite big. : you won't get filled with negative price. : it's different if you get filled separately. : certainly not arb in that case.
C*U
4 楼
几乎是同时的
【在 c*******y 的大作中提到】 : i am very sure it's trades at different time? : if you quote calendar spread, the spread of the spread is quite big. : you won't get filled with negative price. : it's different if you get filled separately. : certainly not arb in that case.
you need better tape reading. just check the ask price for the calendar spread from SMART routing, high end of each bar/candle. and good luck if you try direct routing.