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How to set BigPoint value for futures and currency contracts
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Author:  Dr. Anton Fokin [ Sat Feb 09, 2008 9:53 pm ]
Post subject:  How to set BigPoint value for futures and currency contracts

You can use Instrument.Factor for this.

Position.Value = Instrument.Price * Instrument.Factor * Position.Qty

"Factor" terminology comes from FIX (Financial Information eXchange) protocol, www.fixprotocol.org, which we follow in OpenQuant business object model.

Regards,
Anton

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Factor.JPG
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