~/topic/9044/cross-exchange-spread-trading/ Copyright @ StockSharp Platform LLC 2010 - 2025 2026-05-02T12:46:26Z https://stocksharp.ru/images/logo.png https://stocksharp.ru/posts/m/42381/ 2018-01-25T00:14:40Z 2018-01-25T00:14:40Z Kevin Darby https://stocksharp.ru/users/100396/ info@stocksharp.ru <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 - 2025