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You said:"I understand that the generated ticks will be generated using interpolation (so they won't be exacts)". You are very optimistic, they will not only be far away from being exact, they (the tick data) will be completely removed from reality, the only parameters known for the tick data will be boundary conditions, such as open high low close. You ...


That exchange spec implies that there isn't a legal price of 1001, 1002, ..., 1009. The next available price after 1000 is just 1010. If your pricing engine determines a fair value of, say, 1005, then your application will need to apply some rounding logic. For example, you can always round away from the inside price, or you can simply round to the nearest ...

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