Tick Size Change!!!

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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/


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

White Cube
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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:
Tick Unit: 1/64
Minimum tick: 5

Tick Unit: 1/64
Minimum tick: 2

What is the right procedure to update the future dictionnary?


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