Open jspahrsummers opened 5 years ago
e.g., ES might say something like SPX, while single-stock futures will naturally use the underlying stock. This may be relevant for calculating the realizedBasis of a security.
ES
SPX
realizedBasis
e.g.,
ESmight say something likeSPX, while single-stock futures will naturally use the underlying stock. This may be relevant for calculating therealizedBasisof a security.