QM data export for symbols

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orion
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QM data export for symbols

Postby orion » 24 Feb 2015

When exporting data for symbols from QM, it chops off the decimal precision to 6 digits. This is not right thing to do for some of the rates futures which need 7 digit decimal precision. I can do the export by charting the symbol and exporting from the chart but that is inconvenient and I would like to do it directly from QM. Is there a way to export correctly from the QM?

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Henry MultiСharts
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Re: QM data export for symbols

Postby Henry MultiСharts » 26 Feb 2015

Hello orion,

At the moment you can have up to 6 digits after decimal (1/1000000 price scale). Can you specify an instrument that has 7 digits after decimal?

orion
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Re: QM data export for symbols

Postby orion » 26 Feb 2015

Traded on the CBOT:
US Treasury 2 year Note
US Treasury 5 year Note

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Henry MultiСharts
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Re: QM data export for symbols

Postby Henry MultiСharts » 27 Feb 2015

Traded on the CBOT:
US Treasury 2 year Note
US Treasury 5 year Note
orion,

Do you know if any of the supported data vendors provides 7 decimals for these instruments?

orion
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Re: QM data export for symbols

Postby orion » 27 Feb 2015

Yes, all data vendors support full precision. Otherwise the quotes/prices wouldn't be correct. These two particular symbols are quoted with what MC calls "fractional prices" instead of decimal prices. The PriceScale for these two is "1/32 and j of 32nd" as per this reference which when exported in decimal requires 7 digits of precision. Note that "j of 32nd" means we have 0.25/32 = 0.0078125.


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