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Date/Time: Thu, 16 May 2024 11:18:30 +0000



Post From: ES Price Data from sc.GetTimeAndSales() Multiplied by 100

[2020-08-09 10:32:53]
BlakJak - Posts: 108
Hi,

I am using the Denali datafeed with SC order routing and I refreshed the Symbols from the Server (no custom symbols used), however whenever I run my custom study which uses the T&S data from sc.GetTimeAndSales() the .Price, .Bid and .Ask prices are always multiplied by 100 for the ESU20_FUT_CME symbol (and other ES contracts).

I see from the symbol settings that the "Realtime Price Mulitplier" is set as 0.01.

Does it mean that if utilise the T&S price data then I need to apply this multiplier too? If so, how can I refer to this in my code since I could be using this study in many different symbol types.