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Date/Time: Thu, 02 May 2024 21:15:24 +0000



No Multiplier for CTS T4 FIX DTC TRADE_INCREMENTAL_UPDATE_COMPACT

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[2017-07-12 08:27:19]
Graham_PriceSquawk - Posts: 3
Hi guys -

Have some PriceSquawk customers reporting issues with their CTS T4 Fix connection. On investigation the SECURITY_DEFINITION_RESPONSE message is correct. E.g. for symbol ES.######00.CME_Eq I am seeing 0.25 as tick size , format = DISPLAY_FORMAT_DECIMAL_2. However for TRADE_INCREMENTAL_UPDATE_COMPACT messages i am receiving non-decimal formatted prices. e.g. for price 2024.25 receiving 202425. Seems like no multiplier has been applied.

I see there is a Real-Time Price Multiplier setting in Global System Settings. Intuition is - this is not being applied for CTS T4 Fix etc fwiw. Customers not having issues with CQG, iQFeed and TT services by all accounts.

Cheers.
[2017-07-12 15:12:11]
Sierra Chart Engineering - Posts: 104368
You need to do the adjustment of the data on your side.

You need to use this security definition message field:
DisplayPriceMultiplier

Refer to:
Symbol Discovery and Security Definitions Messages: SECURITY_DEFINITION_RESPONSE [s_SecurityDefinitionResponse structure] Server >> Client
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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