CME JPY futures specs
CME JPY futures specs
The CME website says "$.0000005 per Japanese yen increments ($6.25/contract) also for JPY/USD futures" for JPY futures. The smallest price scale I can set in Multicharts is 1/1000000. I'm confused about the math. Is this the correct price scale (with Min. Movement 5) for JPY futures?
- Henry MultiСharts
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Re: CME JPY futures specs
Hello wzero,
The proper price scale would be 1/10000000. We are going to add support for it in the future but unfortunately there is no ETA for implementing this functionality.
The proper price scale would be 1/10000000. We are going to add support for it in the future but unfortunately there is no ETA for implementing this functionality.
Re: CME JPY futures specs
Any news ? When will 1/10 000 000 price scale be implemented?
http://www.cmegroup.com/trading/fx/g10/ ... tions.html
I'm loosing precision because of the QuoteManager...
http://www.cmegroup.com/trading/fx/g10/ ... tions.html
I'm loosing precision because of the QuoteManager...
- Henry MultiСharts
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Re: CME JPY futures specs
Hello vindiou,
We are currently working an adding support for this price scale precision. We are going to have it implemented in MultiCharts 10. At the moment we cannot provide any ETA for this version. Please follow our blog to get the latest updates:
https://www.multicharts.com/traders-blog/
We are currently working an adding support for this price scale precision. We are going to have it implemented in MultiCharts 10. At the moment we cannot provide any ETA for this version. Please follow our blog to get the latest updates:
https://www.multicharts.com/traders-blog/
- Henry MultiСharts
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Re: CME JPY futures specs
Hello wilkinsw,
This is not a trivial feature, it requires significant changes that cannot be incorporated into the current version. Version 10 can be expected Q1/16.
This is not a trivial feature, it requires significant changes that cannot be incorporated into the current version. Version 10 can be expected Q1/16.
Re: CME JPY futures specs
Any updates? What's the eta?
Upcoming CME product changes can be seen with plenty of notice by subscribing to the following:
http://pages.cmegroup.com/subscription- ... gn-in.html
Upcoming CME product changes can be seen with plenty of notice by subscribing to the following:
http://pages.cmegroup.com/subscription- ... gn-in.html
- Henry MultiСharts
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Re: CME JPY futures specs
The first Beta build is almost there, it is a matter of a few weeks. Follow our blog to be the first one to check it:Any updates? What's the eta?
Upcoming CME product changes can be seen with plenty of notice by subscribing to the following:
http://pages.cmegroup.com/subscription- ... gn-in.html
https://www.multicharts.com/traders-blog/
Re: CME JPY futures specs
Hi Henry,
I'm looking to trade CME Yen futures. Would there be any workaround you could think of whereby I can carry on using MC 9.0 (as I want to maintain my CQG COM API connection and not use the WEB API [as it requires subscribing to realtime CQG data!]) but get an extra decimal place on Yen futures prices, to capture the new half ticks?
Is there any way (maybe by printing to and/or reading from an ASCII file) of sending Yen orders to CQG that have the half tick factored in?
Might it be possible to create a module using the solution you have upcoming for 9.1 beta and let me use that?
Thanks.
PS... with the new CQG Continuum API connection, will one need to subscribe to realtime CQG data, as with the WEB API solution?
I'm looking to trade CME Yen futures. Would there be any workaround you could think of whereby I can carry on using MC 9.0 (as I want to maintain my CQG COM API connection and not use the WEB API [as it requires subscribing to realtime CQG data!]) but get an extra decimal place on Yen futures prices, to capture the new half ticks?
Is there any way (maybe by printing to and/or reading from an ASCII file) of sending Yen orders to CQG that have the half tick factored in?
Might it be possible to create a module using the solution you have upcoming for 9.1 beta and let me use that?
Thanks.
PS... with the new CQG Continuum API connection, will one need to subscribe to realtime CQG data, as with the WEB API solution?
Re: CME JPY futures specs
Also,
How exactly is MC converting the incoming 7 decimal place Yen price data into 6 decimal places?
Sometimes it rounds correctly other time is appears to be rounding to a floor. So sometimes 31.5 gets converted to 32. Other times to 31.
The reason I ask, is that if I can calculate signals for backtesting based on truncated/rounded data and then calculate on the same data for realtime trading where I'll also fire off truncated/rounded orders...... it probably will suffice for the time being.
Problem is...... My artificially rounded yen data (derived from TS) that I can use for backtesting doesn't match MC's method for rounding realtime data (iqfeed). Therefore my modelling will be off. So it would be very useful to know how MC is rounding the data so that I can emulate this in my backtest data.
Thanks.
How exactly is MC converting the incoming 7 decimal place Yen price data into 6 decimal places?
Sometimes it rounds correctly other time is appears to be rounding to a floor. So sometimes 31.5 gets converted to 32. Other times to 31.
The reason I ask, is that if I can calculate signals for backtesting based on truncated/rounded data and then calculate on the same data for realtime trading where I'll also fire off truncated/rounded orders...... it probably will suffice for the time being.
Problem is...... My artificially rounded yen data (derived from TS) that I can use for backtesting doesn't match MC's method for rounding realtime data (iqfeed). Therefore my modelling will be off. So it would be very useful to know how MC is rounding the data so that I can emulate this in my backtest data.
Thanks.
- Henry MultiСharts
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Re: CME JPY futures specs
I'm looking to trade CME Yen futures. Would there be any workaround you could think of whereby I can carry on using MC 9.0 (as I want to maintain my CQG COM API connection and not use the WEB API [as it requires subscribing to realtime CQG data!]) but get an extra decimal place on Yen futures prices, to capture the new half ticks?
Hello wilkinsw,Might it be possible to create a module using the solution you have upcoming for 9.1 beta and let me use that?
As I have already specified above - there is no workaround neither for MC 9.0, nor MC 9.1. The required amount of decimals will be supported since MultiCharts 10. There were significant architectural changes to add support for it.
Not using MultiCharts. We are not aware of other ways of accessing the CQG API externally.Is there any way (maybe by printing to and/or reading from an ASCII file) of sending Yen orders to CQG that have the half tick factored in?
CQG Continuum API connection is what is called the WEB API.PS... with the new CQG Continuum API connection, will one need to subscribe to realtime CQG data, as with the WEB API solution?
- Henry MultiСharts
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Re: CME JPY futures specs
Simple mathematical rounding rules are used.How exactly is MC converting the incoming 7 decimal place Yen price data into 6 decimal places?
Sometimes it rounds correctly other time is appears to be rounding to a floor. So sometimes 31.5 gets converted to 32. Other times to 31.