Looking to find a script that can buy and sell two different futures products. Ie buy eurodollar futures and sell 5 treasury note futures. Ideally a program similar to X_trader's autospreader or CQG's spreader.
The program would be pretty basic, send a limit order to buy 7 eurodollars and then once that gets filled, to immediately sell 5 treasury futures at market.
Does anyone have a similar program already created. I would be willing to pay.
Any help would be greatly appreciated.
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