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desktop:custom_strategies [2025/03/27 20:03] – external edit 127.0.0.1 | desktop:custom_strategies [2025/03/27 20:15] (current) – [T4 Custom Strategies Calculations] rob | ||
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====== 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 " | + | |**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 " |
- | 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. | | ||