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How to calculate point value for live cattle futures contract?

I am trying to understand how to calculate point value for each live cattle futures contract by looking at the contract's spec on CME website. I understand that 0.00025 * 40,000 = $10 which is tick ...
Validus Oculus's user avatar
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1 answer

How do I get European tick size or historical intraday opening and closing prices?

I'm looking for each European stock, the tick size. Given that obtaining this information directly is difficult (I don't think that databases, even the ones for academic purposes provides this ...
Marco's user avatar
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Futures Historical Tick Size

I understand for some futures contracts, tick size does change from time to time. Does anyone know where to get historical tick size changes?
Kok Wooi Hew's user avatar
3 votes
1 answer

TeaFile discrete logic - how to write [closed]

I have been working with TeaFile from discreteLogic and I'm strugling to understand how i can insert data inside a file. Let's take this example: ...
SimAzz's user avatar
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2 votes
1 answer

When converting Tick to OHLC, which field do I use for Open and Close: bid or ask?

I can't find a definitive answer for this: When generating (compressed) OHLC records from tick data, which field do I use for the Open and Close? Highest Ask for timeframe High makes sense; Lowest ...
skeetastax's user avatar
2 votes
1 answer

tick size for US securities

I there a source or way from which I can find out the minimum tick size for US securities at any point in time from 1970 until today? I know that securities above \$1 have \$0.01 tick while those ...
duckman's user avatar
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1 vote
1 answer

How do exchanges decide the tick sizes?

How do exchanges decide the tick sizes? I wonder which factors are taken into account to make the decision. I know that from time to time tick sizes are changed, e.g.
Franck Dernoncourt's user avatar
2 votes
3 answers

Find the tick increment value of an equity

Is there any resource containing the tick increment values of NASDAQ/NYSE equities (.0001, ...
Pedro Lobito's user avatar
4 votes
1 answer

Where can be found the tick size list for stocks traded in NASDAQ and NYSE?

Answering this question is relevant to assess the quality of a time series in order to observe whether the data vendor applies some rounding to the data or is more decimal are present than the actual ...
Elrond's user avatar
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Difference between Tick data and NASDAQ ITCH VIEW [closed]

Could any one explain the difference
Riser's user avatar
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1 answer

What are the technical events that fluctuate quoted asset (e.g. forex) prices? How does it relate to the purchase of currency contracts?

This is a generic question about the quotations of assets but for the sake of reducing ambiguity, let's consider the EUR/USD exchange rate. If the answer varies for other asset classes, please note ...
meta's user avatar
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2 votes
0 answers

Tick Data Poisson Process

I am trying to generate a custom tick index using two indices (Let's say australian index ASX 200 and Japenese Index NKY). Japan index ticks every 10 seconds...and australia ticks every 30/35 seconds. ...
Animesh Saxena's user avatar
1 vote
2 answers

round price to tick size

I have an issue about rounding price to tick size. Suppose there is price tick table below. what is tick size for price 1001, 1002 ... 1004? In other words, how to handle the price in between upper ...
Michael D's user avatar
  • 113
7 votes
3 answers

Generate tick data from candlestick

Is there software (or Python / R / ... scripts) to generate (pseudo) tick data from candlestick data. I have candlestick data (CSV format) from monthly timeframe (MN) to minute timeframe (M1) but ...
Femto Trader's user avatar