Posted: Jul 08, 2011 @ 04:26 AM             Msg. 1 of 2

Hi,

I just discover that the quote of 6B and 6J in OEC are very different from other broker and data providers. The quote of 6BU1 is 100 times of the standard quote from CME. The quote of 6JU1 is 1000 times of the standard.

The issue is that I may want to use IQFeed data as a trading reference but this price scaling had created an issue for me. Do you have a parameter in your API telling me that the price had been scaled up or down from certain factor? Do you have a list of those instruments with similar price scaling implementation?

Thanks.

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Alan Chau

Posted: Jul 08, 2011 @ 08:42 AM             Msg. 2 of 2

Alan,

OEC API do not provide such price scaling factor. You need to contact Customer Service to obtain the list of contracts with different scales.

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Victor Vins
Lead Software Developer