Tick Size Change!!!

General discussions about futures.
Post Reply
ADMP
Roundtable Fellow
Roundtable Fellow
Posts: 60
Joined: Wed Jul 04, 2007 9:04 am
Location: Germany

Tick Size Change!!!

Post by ADMP » Fri Mar 07, 2008 5:51 am

CMEgroup changes the tick size for the 30 Year T-Bond (csi 44 and 144) and for the 5 Year T-Note (csi 251 and 293).
For the ones using CSI data, check if you have the correct data.
See http://csisupportblog.blogspot.com/

Alexandre

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Fri Mar 07, 2008 6:10 am


White Cube
Roundtable Fellow
Roundtable Fellow
Posts: 98
Joined: Fri Oct 20, 2006 2:25 pm
Location: London, UK

Post by White Cube » Tue Mar 11, 2008 4:53 pm

Indeed CSI released that message:
30 Year T-Bonds (CSI#44 and CSI#144) are changing tick size from one 32nd to ½ of one 32nd
5 Year T-Notes (CSI#251 and CSI#293) are changing tick size from ½ of one 32nd to ¼ of one 32nd


In trading blox future dictionary my tick size for FV and US up to now were:
FV: 1/64
US: 1/32


Should I manually update the value as in the following?
FV: 1/128
US: 1/64


Or should I use the button in trading blox that synchronize the tick size with UA? But if I press that button (sync UA) I get the following completely different values:
US
Tick Unit: 1/64
Minimum tick: 5

FV
Tick Unit: 1/64
Minimum tick: 2


What is the right procedure to update the future dictionnary?

Raphael

Post Reply