how to get tick size of a contract

kun.wang
kun.wang
in Eikon Data APIs

Hi, I am using python api to get some basic information on each contract.

The command I am using is like below.

ek.get_data(instr,fields=['CF_VOLUME','CF_CURR','CF_LOTSIZE','CF_EXCHNG','BS_PNT_VAL','MPV'])

I am wondering if there is a field associated to "tick size" of the contract.

Thanks.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    I don't believe there is an easy way to retrieve the tick size of a future contract, but the best place to direct to content questions such as this one is Thomson Reuters Helpdesk. Call the Helpdesk phone number in your country or use Contact Us capability from your Eikon application and ask how to retrieve tick size of a future into Excel. If the Helpdesk comes up with a way to do this, then you should be able to utilize the same field names and parameters in Eikon Data API.

Answers

  • Matthew.Logterman
    Matthew.Logterman

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  • Unknown
    Unknown

    Other than Eikon API, is there any other way for our RFA API or DSS API to obtain tick size information?

  • Alex Putkov.1
    Alex Putkov.1

    Content search and explanation questions are best directed to Thomson Reuters Helpdesk for the most authoritative answer.
    In my experience using DSS you can ask for the field "Tick Value", which gives the dollar value of the min price change per contract. I tried it for the following future RICs and got correct values for all of them: Cc1, EDc1, NGc1, ESc1, LCOc1.
    Using RFA you can retrieve the field PRC_TICK, which gives the tick size or the min price change in the quotation unit. I found this field populated for all the above RICs except NGc1.

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