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Question by phamkevsj · Apr 15, 2020 at 05:49 PM · TT® Platform

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?

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Answer by trishmessina · Apr 15, 2020 at 07:56 PM

@phamkevsj It is ProductType.MultilegInstrument for exchange traded spreads, strips, etc.

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