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
Tick Size Change!!!
-
- Roundtable Fellow
- Posts: 98
- Joined: Fri Oct 20, 2006 2:25 pm
- Location: London, UK
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
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