desktop:custom_strategies

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revision Previous revision
Next revision
Previous revision
desktop:custom_strategies [2025/03/27 20:03] – external edit 127.0.0.1desktop:custom_strategies [2025/03/27 20:15] (current) – [T4 Custom Strategies Calculations] rob
Line 190: Line 190:
 {{:desktop:ts-qs-009.png|}} {{:desktop:ts-qs-009.png|}}
 ====== T4 Custom Strategies Calculations ====== ====== T4 Custom Strategies Calculations ======
-Inputs Description + 
-Ticks This is the price of the product as published by the exchange. Note that this value may not match the display price. +^ **Inputs**                      ^ **Description**  ^ 
-TickValue This is the cash value of a minimum tick for the product multiplied by the leg multiplier chosen for that leg, i.e. a leg multiplier of 3 with a $10 minimum tick creates a $30 TickValue. +|**Ticks** |This is the price of the product as published by the exchange. Note that this value may not match the display price.| 
-Numerator The minimum tick increment in the same terms as the "Ticks" of the product, i.e. a display price of 1170.3 may have a minimum tick of 0.1, but if the Ticks are published by the exchange as 11703, the Numerator will be 1, not 0.1 +|**TickValue** |This is the cash value of a minimum tick for the product multiplied by the leg multiplier chosen for that leg, i.e. a leg multiplier of 3 with a $10 minimum tick creates a $30 TickValue.| 
-Denominator The value sent from the exchange that divides into Ticks to create a decimal value. +|**Numerator** |The minimum tick increment in the same terms as the "Ticks" of the product, i.e. a display price of 1170.3 may have a minimum tick of 0.1, but if the Ticks are published by the exchange as 11703, the Numerator will be 1, not 0.1 | 
-PriceCode If applicable, this applies a special conversion to a decimal value to create a more legible display price, i.e. a 10yr Note decimal price of 127.296875 becomes 127095 after applying the appropriate PriceCode. +|**Denominator** |The value sent from the exchange that divides into Ticks to create a decimal value. | 
-DisplayFormat The decimal precision applied to a display price, i.e. a price of 1258.75 with a DisplayFormat of 0.0 will truncate the last digit, leaving 1258.7 as the display price+|**PriceCode** |If applicable, this applies a special conversion to a decimal value to create a more legible display price, i.e. a 10yr Note decimal price of 127.296875 becomes 127095 after applying the appropriate PriceCode.| 
 +|**DisplayFormat** |The decimal precision applied to a display price, i.e. a price of 1258.75 with a DisplayFormat of 0.0 will truncate the last digit, leaving 1258.7 as the display price. |
  
  
  • desktop/custom_strategies.1743105781.txt.gz
  • Last modified: 2025/03/27 20:03
  • by 127.0.0.1