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Date/Time: Sat, 30 Nov 2024 07:43:49 +0000



Denali Feed Eurex Depth Error & Tick Size Swiss Franc Future CME

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[2022-12-13 14:03:36]
User525997 - Posts: 20
Please check the market depth for the Eurex Symbol GBM-202303-EUREX (BOBL Future). The market depth(bid and ask) is overlapping, which is an error. In addition I noticed a problem with the Swiss franc contract at the CME CHF-202212-CME. I think there is an issue with the tick size.

Thank You.
[2022-12-13 16:40:50]
John - SC Support - Posts: 36350
With regards to the overlap of the Bid/Ask, refer to the response here:
DOM error - bids and offers overlap

With regards to the Swiss Franc, the Tick Size should be 0.00005 per the CME website:
https://www.cmegroup.com/markets/fx/g10/swiss-franc.contractSpecs.html

What exactly are you seeing?
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