Support Board
Date/Time: Wed, 15 Jan 2025 16:20:16 +0000
No Multiplier for CTS T4 FIX DTC TRADE_INCREMENTAL_UPDATE_COMPACT
View Count: 748
[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. |
[2017-07-12 15:12:11] |
Sierra Chart Engineering - Posts: 104368 |
You need to do the adjustment of the data on your side. You need to use this security definition message field: DisplayPriceMultiplier Refer to: Symbol Discovery and Security Definitions Messages: SECURITY_DEFINITION_RESPONSE [s_SecurityDefinitionResponse structure] Server >> Client Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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