It was just that in the winter , OJ generally has a weather premium in front months like March and an incresing carry further...It was just the contrary lately and I thought the S§D situation was bearish. Now that we can see a large hammer on March and Mar/may is going up I would stay with this trade...Is the storm supposed to hit Florida a bit?
I am adding EOD spread datas to my database (intra market spreads). Have you any experience on spread futures datas versus spread calculated datas (one leg minus another) ?
Yes, its just daily datas, so i know that spread close will be coherent with the legs close. However I like to get tje volumes for each spread. Do you have intraday spread datas ?