Cross exchange spread trading~/topic/9044/cross-exchange-spread-trading/Copyright @ StockSharp Platform LLC 2010 - 20242024-03-28T11:30:20Zhttps://stocksharp.com/images/logo.pnghttps://stocksharp.com/posts/m/42381/ Are there examples using WeightedIndexSecurity and BasketStrategy? Basically I want to trade two-le...2018-01-25T00:14:40Z2018-01-25T00:14:40ZKevin Darbyhttps://stocksharp.com/users/100396/info@stocksharp.com<br />Are there examples using WeightedIndexSecurity and BasketStrategy? <br /><br />Basically I want to trade two-legged spreads across exchanges. <br /><br />I want to quote one leg, then on each fill of the quoted leg, send a limit order to the other leg to lock in a spread price. The legs usually live on different exchanges. <br /><br />Thanks<br />Copyright @ StockSharp Platform LLC 2010 - 2024