Calendar Spreads on TT .NET SDK
I need help building a InstrumentLookup for a spread such as CME Spread NG Mar21/ NG Apr21 in the TT .NET SDK (TT Platform API).
It looks like spreads are not a valid ProductType as in "ProductType.Spread". Is this feature available?
Best Answer
@phamkevsj It is ProductType.MultilegInstrument for exchange traded spreads, strips, etc.
