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| Please add Tick Size and Factor to AltId http://www.smartquant.com/forums/viewtopic.php?f=60&t=14977 |
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| Author: | ambl [ Tue Oct 22, 2019 6:56 am ] |
| Post subject: | Please add Tick Size and Factor to AltId |
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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| Author: | mikembb [ Wed Oct 23, 2019 2:42 pm ] |
| Post subject: | Re: Please add Tick Size and Factor to AltId |
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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