Posted: Jul 07, 2015 @ 11:27 AM             Msg. 1 of 4

Currently, ZCU15 is trading around 418. However, when I get filled in the market, the average trade price is 4.18. I see there's a field PriceFormat in the instrument block that would tell me to modify the price to the correct 418, but I'm not seeing it in the Execution Reports.

How should I be handling this?

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Jeremy Jongsma

Posted: Jul 14, 2015 @ 10:23 AM             Msg. 2 of 4

The contract specs for Corn on our end is the following:

Description: Corn
Tick Size: 0.0025
Per Point: 5000
Price format: #.0000
Price multiplier: 1

This format is the same whether using OEC UI, .NET API, or FIX. I'll have the Developers provide a response where in FIX reports to give guidance on contract specs.

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Chris M

Posted: Jul 15, 2015 @ 03:21 PM             Msg. 3 of 4

Hi Jeremy,

Using our OECFIXSample I got next data from FAST FIX for ZCU5:

MarketDataSnapshotFullRefresh -> {2, W, ZCU5_0_2, [
[MDEntries -> {0, 4.2725, 1, 20150715, 181958594, , }]
[MDEntries -> {1, 4.31, 5, , , , }]
[MDEntries -> {2, 4.3, 2, , , , }]
[MDEntries -> {6, 4.295, , , , , }]
[MDEntries -> {C, , 533353, , , , }]
[MDEntries -> {4, 4.27, , , , , }]
[MDEntries -> {B, , 146536, , , , }] ], }


As you can see, price format is #.0000
For example bid price is 4.2725.

Please try OECFIXExample or provide more details about what are you doing.

Regards,
Evgeny.

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Evgeny

Posted: Jul 15, 2015 @ 03:40 PM             Msg. 4 of 4

If OEC trader shows the price format of 418'0 in the Quotes window, you are using custom price formats to match the exchange format. In order to display the price format as you would see in API or FIX, right click in Quotes window and go to Custom Price Format. Make sure both settings are set to Default.

Not all contracts match what you may expect from exchange.

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Chris M