crude wti 12 month exchange traded calendar spread

[pipsalottle]

hi, does anyone know where to find the wti 12 month calendar spread?
in CQG its code is CLES12Z5, all i can find is the outrights on the instrument manager.

my data connection provider is CQG

[NinjaTrader_CodyB]

Hello pipsalottle,
Thank you for your post.
Unfortunately this is an Option Contract and NinjaTrader 7 does not support Options.
It is confirmed that NinjaTrader 8 will support options.
If we can be of any other assistance please let us know.

[eelofi]

Hello,

Will also calendar spreads be supported for both futures and options?

Thx,
Eelofi

[NinjaTrader_CodyB]

Hello,
It appears that the Calendar spreads futures and options are not going to be support with NinjaTrader 8.
There is an existing request that is submitted to our development team for this. I have submitted a vote for this to be implemented into future versions of NinjaTrader.
Non calendar spread options and futures are supported in NinjaTrader 8.

[eelofi]

OK, I did some investigation inspired by this thread.

It seems that NT is indeed able to work with calendar spreads provided that it's a single instrument symbol that NT needs to refer to and not both legs of the spread. See for example http://ninjatrader.com/support/forum...ad.php?t=73303

IB almost has the necessary tools in place. It is already now in the new beta possible to enter a calendar spread as a single "symbol" https://www.interactivebrokers.com/e...?ib_entity=llc. I had a chat with their customer service and unfortunately this cannot be used via the api

As IB is the preferred broket I'd like to get this solved with them. Once the IB development req is there I'll post the link here in hope that some IB users will vote for it.

[pipsalottle]

Thanks guys, it would be really good to have exchange traded spreads!