Support Board
Date/Time: Wed, 15 Jan 2025 18:55:25 +0000
Post From: No Multiplier for CTS T4 FIX DTC TRADE_INCREMENTAL_UPDATE_COMPACT
| [2017-07-12 08:27:19] |
| Graham_PriceSquawk - Posts: 3 |
|
Hi guys - Have some PriceSquawk customers reporting issues with their CTS T4 Fix connection. On investigation the SECURITY_DEFINITION_RESPONSE message is correct. E.g. for symbol ES.######00.CME_Eq I am seeing 0.25 as tick size , format = DISPLAY_FORMAT_DECIMAL_2. However for TRADE_INCREMENTAL_UPDATE_COMPACT messages i am receiving non-decimal formatted prices. e.g. for price 2024.25 receiving 202425. Seems like no multiplier has been applied. I see there is a Real-Time Price Multiplier setting in Global System Settings. Intuition is - this is not being applied for CTS T4 Fix etc fwiw. Customers not having issues with CQG, iQFeed and TT services by all accounts. Cheers. |