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CBOT - Dow Jones Fractional Indicator Change

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  • CBOT - Dow Jones Fractional Indicator Change

    Please click here to read about the Dow Jones Fractional Indicator Change. The CBOT specification change calls for a minimum tick increment to the hundredths (effectively changing from 5 to 7 digits of precision).

    For 10.6 users: Currently our QA Team is working to correct some bad lows appearing on YM #F (Mini DJ Futs). Please use YM U1 or version 11 (which can be run simultaneously with 10.6) in the interim.

    Thank you,
    Ray P.
    Interactive Data

  • #2
    To clarify, the exchange is still listing the minimum tick increment for YM as 1:

    1.00 index points=$5.00

    http://www.cmegroup.com/trading/equi...fications.html

    This change was made by the exchange in order to support greater precision for future minimum tick increment changes.

    Thank you,
    Ray P.
    Interactive Data

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