Default spread and slippage
5 replies
jpcoder
3 years ago #271186
The instruments in the Data Manage have a default set for spread and slippage. What is this used for? Is there a means to have the builder and other steps use these default values instead of setting them manually in the builder settings?
tomas262
3 years ago #271304
Hello,
you can have them pre-defined using the Instrument Manager. That’s the point for those setting fields. Anytime you want to build on EURUSD for example you will have those default values set automatically. For any build though you can adjust those values directly in the Builder -> Data tab
jpcoder
3 years ago #271306
Ok, I see what it is doing there now but that was not what I would expect. What I was expecting was a way to set the builder (or retest tasks) to default to the values in the Data Manager and if the values changed in the Data Manager then they would affect the build/tasks unless a specific value was set.
As it is right now, if I use the “Modify symbols” feature on a Custom Project and change to a different instrument, will that process automatically bring in those default values?
Ed Cas
2 years ago #274760
Please let me know how to set the spread on Futures, since there are no pips.For example the E-mini runs with a 1 Tick Spread , that corresponds to $12.50 , but there are 25 points in ONE tick .
IN FOREX: the spread is set as number of pips not points. So considering the quotes you show you should set 4.7 (pips) spread in SQX.
Considering the above , then the Spread on the E-mini should be set to 1 In SQX?
E Castro
tomas262
2 years ago #274783
Ed Cas
2 years ago #274790
Thank you.
What about for stocks?
For example if the stock trades with $0.10 cents spread then the spread there should be set to 1 as well since the tick move is most of the time $010 cents? AQX will make the mathematical accommodations?
E Castro
tomas262
2 years ago #274791
Hello,
it differs stock by stock. If average stock volume is above 1M you can expect spread about 0.01 – 0.03
For less liquid stocks it can be 0.1 or more
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