Is it possible to do a cross trade between the same instrument but different expiration dates using Replikanto?

Short Answer

No, it is not possible to do a cross order trade between two futures instruments with different expiry dates using Replikanto.

What Replikanto Does Support

Replikanto can copy orders from a leader account to a follower account by changing the instrument from a Micro to a Mini, or a Mini to a Micro futures instrument. Starting with Replikanto 1.7.0.0, a product family can have up to three size tiers (mini, micro and nano), and the follower can trade any of the other tiers of the leader's product. The crossed instrument always uses the same contract month as the leader's instrument. This feature will not change the number of contracts in the order received from the leader. For example, if a trade of 1 contract is placed on the leader using the Mini instrument, 1 contract will be placed on the follower using the Micro instrument.

Why Different Expiry Dates Don't Work

Futures instruments with different expiry dates have different contract specifications, including pricing ratios. For example, the March NQ futures contract and the June NQ futures contract represent different underlying assets with different price characteristics.

Replikanto 1.7.0.0 can adjust a copied order's price so it lands on a valid increment for the instrument it crosses into — but that only fixes tick alignment between two instruments that are already a valid pair. It does not reconcile the different contract specifications and pricing between two expiry months, so cross-trading between them is still not supported.

Unsupported Cross-Trades

Replikanto does not support cross-trades between instruments with different prices, including:

• ETFs vs. futures instruments (e.g., QQQ and NQ, SPY and ES)
• Futures instruments with different expiry months (e.g., March NQ vs. June NQ)
• Instruments with different contract multipliers or specifications

What to Expect if You Try

If you attempt to copy orders between instruments with different expiry dates or incompatible types, you may encounter errors or unexpected behavior. Replikanto will not calculate the contract ratios needed to reconcile them.