Here is an example:
On NYMEX, the spread between Gasoline (RB) and Crude Oil (CL)
This is an exchange-defined and TWS-defined Inter-Commodity Spread.
In TWS, typing "RB.CL" (return) will show you the months to choose from.
Let's take January (F6).
If I use "RB.CL" as the Symbol in my API for the combo, I get the error "No security has been defined ..." If I use either of "RB" or "CL" alone, the same.
Mind you, my software now works fine for (calendar) spreads, using for instance "CL" as the Symbol when I want the difference between, say, January and February 2016 prices. Not only do I receive market data, I can query historical data for this calendar spread.
So, it seems all of this should work fine for an Inter-Commodity Spread, but there may be an issue with the "Symbol." So ?I would be grateful to anyone who ever received market data on a spread like this if you might tell me what you used in the contract, especially perhaps for "Symbol."
Thanks.?
