Understanding Spreads

Spread contracts, also known as combos or combinations, combine two or more instruments. To define a combination contract it is required to know the conId of the contract in question.

The conId of an instrument can easily be obtained via the EClientSocket.reqContractDetails request or the /iserver/secdef/search endpoint.

Note: Even though a contract can be created with any pair of instruments,  not all instruments are as actively traded as others. If you are unsure why data may not be retrieved, or why an order may not be executed, it is considered best practice to confirm data against the Trader Workstation or Client Portal market data.