Support Board
Date/Time: Mon, 16 Jun 2025 17:10:32 +0000
Post From: Symbol Setting for FXXP
| [2025-05-05 11:54:55] |
| User247273 - Posts: 39 |
|
I'm setting up charts for STOXX Europe 600 futures and the default symbol settings appear to be incorrect. I running version 2755. I clicked "Update From Server" in the Symbol Settings dialog just to be sure. Sierra shows a tick size of 0.02 and currency value per tick of 1. The Eurex site lists two products for STOXX® Europe 600 Index Futures in the specifications tab of the STOXX® Europe 600 Index Futures page here: https://www.eurex.com/ex-en/markets/idx/stx/stoxx-europe-600/products/STOXX-Europe-600-Index-Futures-253788 Here are the listed tick sizes and tick values for those 2 products: Product A: STOXX® Europe 600 Index Futures Tick Size: 0.1 Tick Value: EUR 5 Product B: STOXX® Europe 600 Index Futures (Standardised futures strategies) Tick Size: 0.02 Tick Value: EUR 1 Sierra appears to be using the values for product B (which is for calendar spreads, etc.) in the symbol settings for FXXP instead of the values for product A (although the actual market data coming through for FXXP seems to be from product A - the mismatch is pretty clear when looking at time and sales data or volume at price data). If I'm missing something (or if there's some other setting I need to check/set), please let me know. If not, I figure you guys will sort it out pretty quick. Thanks. |