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aluminium futures overnight


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Hey - so if you are referring to the spike as shown by Caseynotes you can see that this event happened in the underlying market (as below you can see the first three hours of tick data). If you are referring to something else please ask. 

 

2018-04-18 11_17_08-sg2018041840047.gif ‎- Photos.png

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So as I understand it all futures which are actual futures in the underlying market are simply fed through with an IG spread. Like Oil June will be oil contract on June with IG spread...

 

However the dfb is something else and I dunno what that is but it doesn’t trade like that in the futures market?

 

I’ll make a new thread

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