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Direct MessagesDate/Time: Thu, 02 May 2024 23:52:31 +0000
Post From: 1065: historical tick size incorrect on CME FX products
| [2013-12-27 15:34:36] |
| T44 - Posts: 363 |
|
Current CTS feed brings in data without decimal points, with tick size of 1 so current quote for British Pound would be 16499 not 1.6499. New historical data service includes decimals, so historical data for this symbol is contained between 1 and 2, with current price 16499 skewing the vertical scale. Appears to be the case for all CME FX products. |