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I understand for some futures contracts, tick size does change from time to time. Does anyone know where to get historical tick size changes?

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  • $\begingroup$ It seems that you specialize in asking very difficult questions :) $\endgroup$
    – nbbo2
    Commented Oct 18, 2020 at 11:59
  • $\begingroup$ For example the tick size for 2 year treasury futures (ZT) changed on January 13, 2019 cmegroup.com/notices/clearing/2018/05/Chadv18-192.html But I don't know any way to find all tick changes for all futures... it seems a very difficult task $\endgroup$
    – nbbo2
    Commented Oct 18, 2020 at 12:30

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I suggest looking at press releases from exchanges. I'm not aware of any centralized repository of data on changes in tick size. On the upside, they don't happen very often. :)

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