We'll do. We did several projects for customers which general idea was to buy/sell a kind of spread, like spot vs futures, or futures vs further futures or even futures on index vs basket of single-stock futures. So the question is only in our resources.
It is good keep that in mind. Futures Options that are tied to different expiration month will create a synthetic futures calendar spread.
On the OMS side of things, the ability to work a futures spread rather than buy the exchange quoted spreads will bring additional demand and value to your product. Perhaps, you can even market ithe spreader as an add-in module for a considerable premium over the base system.
Paul Sison
Your platform has very advanced order management functions.
Why not incorporate a Futures Spreader module.