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Futures Prices: Ticks vs. Decimal Display

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  • Futures Prices: Ticks vs. Decimal Display

    Hiya!

    In the charts for the 5 Year T-Note Futures ZF #F (for instance) the pricin is in tick format such as 108210 for the low where as the API gives 108.65625 as the low (this is the 8:20 5min bar low).

    I understand the pricing formats and how they match up but I need to know about what price conversion functons might be available to get a dollar value from the tick price or the decimal display price. I realize I could just multiple the decimal price by $1000 and get the dollar value of the contract but I'd rather rely eclusively on ESignal for this information than incorporate elements of my database.

    Ultimately, I'd like to get the absolute dollar amount for each HLOC price point - eg. the low above would be 108656.25.

    Thanks for the help.

    Jason
    a.b.

  • #2
    I believe there is a tag in the XMLGetBasicQuote function that returns the raw price as well as a formatted price, but I may be confusing it with something else.

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    • #3
      Hello,

      XMLGetBasicQuote isn't entirely what I'm after though I'll tinker with it to see if it addresses some of my issues.

      Im using RequestHistory and GetBasicQuote both of which return tick based values.

      Any help will be appreciated.

      Thanks,

      Jason
      a.b.

      Comment


      • #4
        XMLGetBasicQuote returns the same tick level information, but also returns more data. Since it is XML, it can also grow to add more data fields, rather than fit to a defined structure.

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        • #5
          Hello,

          Well I took a peak at XMLGetBasicQuote it may have some value for me but that doesn't really address historical data.

          Can anyone provide some visibility on this issue? I'd love to know how I can receive the futures prices for bonds for instance in cash format as opposed to tick format.

          For instance, the Open for 109-025 comes across as 109025 but means $109078.125 - its the latter that I require. Please correct any misunderstandings I'm having should any of the math or thinking above be wrong.

          Thanks,

          Jason
          a.b.

          Comment


          • #6
            As of now, RequestHistory only returns data in tick format. Along for the cash is something that may be enhanced in a future version of eSignal, but I cannot garauntee when that will be. It is a good suggestion.

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