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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Tick Size
Author Topic: Tick Size (2 messages, Page 1 of 1)

bob7123
-Interested User-
Posts: 25
Joined: Sep 5, 2012
Posted: Sep 14, 2012 03:31 AM          Msg. 1 of 2
Hello,

Is it possible to determine the tick size (smallest price change) for a given futures contract using your feed?

E.g. For the ES mini contract, the tick size is .25, meaning there are 4 ticks to the point. (Whole number price change.) Also for illustration 1 point = $50, so each tick is worth $12.50 per contract.

Thanks very much,
-Bob

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Sep 23, 2012 02:43 PM          Msg. 2 of 2
Bob,

Sorry we missed this post earlier. We don't currently have Tick size or contract specs as part of the feed. However, we are working to get this added to the fundamental data fields. Our current development plans have this project being completed sometime in early 2013.
Jay Froscheiser
Telvent DTN
 

 

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