利率期货的报价 Three-month $ December futures are currently quoted at95·84. The contract size is $1,000,000, the tick size is 0·01% and the tick value is $25. 意思是:12月利率期货,合约规模为$1,000,000,标准借款期间为3个月(此处,$1,000,00是本金,3个月是期间,就是标准化的借款合同...
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Define Tick size. Tick size synonyms, Tick size pronunciation, Tick size translation, English dictionary definition of Tick size. n. The paper strip on which a telegraphic ticker prints. American Heritage® Dictionary of the English Language, Fifth Edi
"You'll want to familiarize yourself with the minimum price fluctuation—the tick size—for whatever futures contracts you plan to trade," according to the National Futures Association (NFA) website. "You'll also need to know how a price change of any given amount will affect the value of...
Chen YL, Gau YF (2009) Tick sizes and relative rates of price discovery in stock, futures, and options markets: evidence from the Taiwan stock exchange. J Futures Mark 29:74-93Chen, Y., & Gau, Y. (2009). Tick Sizes and Relative Rates of Price Discovery in Stock, Futures, and ...
A smaller spread and tick size reduce the temporary component Conclusions The study of changes in futures contract characteristics is important for both investors and regulators in their respective analyses of trading costs and strategies and regulations in futures markets. We add value to the ...
Provides research-ready historical intraday data for global stock, futures, forex, options, cash indices and market indicators.
Provide Open/High/Low/Close price, volume and number of trades during the bar period. Daily OHLC The daily price and size forofficial open/closefrom the security’sprimary exchangeand the high/low of the day. EOD Standard end of day dataset with Open/Close price and volume of the day. ...
1.The Effects of Tick Size on the Liquidity of Chinese Stock Market:An Empirical Research on the Basis of High Frequency Data;最小报价单位对我国股票市场流动性影响——基于高频数据的实证研究 2.Using high-frequency intraday data of shanghai closed-end fund market before and after"Fen" transformed...
Using S&P 500 E-mini futures, the tick size is 0.25, while the tick value is $12.50 per tick. Why Do Traders Need to Pay Attention to Tick Size? For active traders, tick size is crucial in determining liquidity, position sizes, and potential risks and rewards. For example, a high tick...