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OEC API > Market Data > GCL-GHOJ5 CS -,+: are given tick sizes and per points correct?
Author Topic: GCL-GHOJ5 CS -,+: are given tick sizes and per points correct?
(1 messages, Page 1 of 1)
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CWeber984
Posts: 226
Joined: Apr 24, 2012


Posted: Feb 23, 2015 @ 01:42 PM             Msg. 1 of 1
In OEC Trader, the GCL-GHOJ5 CS -,+ contract's stated per point value is 1000.0 and tick size is .01.

Its first leg, GCLJ5, per point value is 1000.0 and tick size is .01.
Its second leg, GHOJ5, per point value is 42000.0 and tick size is .0001.

Is the provided per point value and tick size for GCL-GHOJ5 CS -,+ incorrect? It seems to just be giving me the per point value and tick size of the first leg (GCL).
When I consult the documentation at:

http://futures.gaincapital.com/trading/specifications.cfm?CurrentAssetType=FutureStrategies&ViewBy=MarketGroup

It simply states: "See Underlying Contracts".

Can you assist me in confirming the GCL-GHOJ5 CS -,+ contract's per point value and tick size is correct in OEC Trader? If it is not, is there a calculation I can make to derive the correct per point value and tick size given the two contracts that compose a CS?

I tried looking this up, but couldn't find any info; your assistance is appreciated.

CHW