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PostPosted: Tue Oct 22, 2019 6:56 am 
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Joined: Wed Aug 07, 2019 7:49 am
Posts: 20
Please add Tick Size and Factor to AltId.

The reason this is neccessary is because sometimes different providers quote futures using different factors and tick sizes.

For example if we consider CME's EURUSD futures (symobl 6E) we find that:

At Interactive Brokers:
Current Price = 1.11720
Factor = 125000
Tick Size = 0.00005

While at Trading Technologies
Current Price = 11,172.0
Factor = 12.5
Tick Size = 0.5

thanks


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PostPosted: Wed Oct 23, 2019 2:42 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 264
yes, I agree. That could be helpful.


Currently I solve this by changing the values for the instrument... But that might not work for all scenarios in which you use the instruments.

Mike


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