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Date/Time: Sat, 11 May 2024 17:43:23 +0000

Post From: Real Time Tick Size Measuring Study

[2019-07-31 14:12:25] Link To Thread - Link To Post [Go To First Post]
mommed.imam - Posts: 13
Hello, I am kindly asking, if it possible to have a real time tick size sub-graph value, which is reading, in real time, the increase in tick size, for example, the ES future indices have a min price move of 0.25 ( min tick size), I would like to have a study that gives in real time the change (increase) in tick size, suppose that the ES future has moved with 0.5 step instead of the min tick size of 0.25, the study should report this tick size increase as study sub-graph value in real time, basically this study, compare the last tick price to the current tick price to determine the tick size, and continues doing so in a closed loop, tick by tick! for example, suppose that the last ES future tick price is 3000.25, and the current tick price is 3000.75, then the current tick size is 0.50 tick not 0.25 tick ( 3000.75-3000.25), could you please help, and advice on how to get this done? Thank you!