CBOT - Dow Jones Fractional Indicator Change

[Ray P.]

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

[Ray P.]

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/equity-index/us-index/e-mini-dow_contract_specifications.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