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Composite symbols of any complexity.

Use streaming or historical data to build composite symbols of any level of complexity. Define composites using an unlimited number of individual instruments or symbols. 

Live data composites

 

 

You can build live data composites out of any number of live symbols provided you add each symbol in a squared bracket [ ]. The typical math operation rules apply.

For instance, the composite symbol [@EDM23] - [@EDU23] will return the value of the spread between the CME 3M EuroDollars JUN 2023 contract and the CME 3M EuroDollars SEP 2023.

 

Local & downloaded data composites

 

 

Likewise, you can build local and downloaded data composites out of any number of symbols provided you add each symbol in a squared bracket [ ]. The typical math operation rules still apply.

The local data composite dialog facilitates:

  • referencing each symbol's physical path;
  • defining the composite formula.

 

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