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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Minimum price increment size?

Author	Topic: Minimum price increment size? (11 messages, Page 1 of 1)
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Jan 12, 2006 10:24 AM Msg. 1 of 11 Is there a way to determine the minimum price tick increment? With a little experimenting, it seems like "precision" and "Format Code" aren't quite it. For example, @ES# should be .50, @ER2# should be .10, ENER should be .01 Thanks!
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Jan 12, 2006 10:56 AM Msg. 2 of 11 We don't carry the information as part of the feed, but you may find what you are looking for on the Symbol Guide page on the IQFeed website. At the bottom of this page you will find "Notices". Under that are some pages that have contract specs, including Tick size. Jay Froscheiser DTN - Trading Markets
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Jan 16, 2006 10:17 PM Msg. 3 of 11 What about Option contract multipliers? Thanks!
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jan 17, 2006 01:17 PM Msg. 4 of 11 I am not familiar with Option Contract Multipliers and wasnt able to find anything specificly labeled as such in the data we provide. Can you provide me with an example or a definition so that I can check if we simply have it labeled as something else?
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Jan 17, 2006 01:22 PM Msg. 5 of 11 Sure! An equity option usually represents a contract on 100 shares of the underlying. However, there are cases when it's more or less. For example, BBY has a variety of 150-share contracts in the current expiration month. (BXJ AW is a 150 share contract, for example, whereas WMT BI is a 100 share contract). I know futures options have different multipliers, but I don't know much about them.
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: Jan 17, 2006 02:16 PM Msg. 6 of 11 Are you asking what the contract multiplier is for Futures options or for Equity Options?
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Jan 17, 2006 02:19 PM Msg. 7 of 11 Equity options is all I care about at the moment.
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jan 17, 2006 05:06 PM Msg. 8 of 11 Unfortunatly, we do not have the multiplier available in IQFeed.
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Jan 25, 2006 09:59 AM Msg. 9 of 11 I guess I'd request this support be added. CWTR just split recently, and if you look up the option chain, you'll get both: UCJ BD CWK BD as Feb 20 calls. Without knowing the difference, I don't know which to display to the end user, or how to display them separately.
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: Jan 25, 2006 10:53 AM Msg. 10 of 11 CBOE is listing the duplicate strike prices as well. See links below http://www.cboe.com/DelayedQuote/SimpleQuote.aspx?ticker=CWK+BD-E http://www.cboe.com/DelayedQuote/SimpleQuote.aspx?ticker=UCJ+BD-E If you need further clarification, we would be happy to assist you.
FullyArticulate -DTN Guru- Posts: 332 Joined: Sep 22, 2005	Posted: Jan 25, 2006 12:05 PM Msg. 11 of 11 They're valid strike prices, it's just they represent different contract multipliers. Without getting that information in the fundamental feed from DTN, I can't display them differently to the user. So, my request for enhancement is to add the contract multiplier to the fundamental feed for options.