Support Board

Date/Time: Sat, 04 May 2024 19:07:34 +0000

Post From: Forex Futures Pip change issue (CAD, JPY, ...)

[2018-01-24 12:47:00] Link To Thread - Link To Post [Go To First Post]
User287992 - Posts: 51
The problem is in different Tick Size before and after certain date on several instruments. In case of CAD the effective tick size is following: - before 2016-07-11: 0.0001 - after 2016-07-11: 0.00005 We are replaying CAD data for ACSIL strategy and this difference causes problems with tick based offsets, and when compensated within strategy, it creates problem in trade activity log and trade statistics.