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Forums>AlgoWizard / EA Wizard>Application Support>Import 10 Year T-notes futures data

  • #217942 |
    Customer
    7 Posts

    currently if i try to import 10 Year T-notes futures (ZN) data, the denomination is from 0-100 whereas the contract is from 1-32.

    Does SQ support ZN data ?

    #217950
    tomas262
    Administrator
    1821 Posts

    Hello,

    for 10-Year T-Note futures contract you can use the point value 1000 USD, set pip size/step to 0.015625 since 1 tick of ZN = 1 half of 1/32

    #217953
    Customer
    7 Posts

    Thank you, this is very helpful. Ill give this a try

    #232503
    Participant
    13 Posts

    Is it correct?

     

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    #232539
    tomas262
    Administrator
    1821 Posts

    Hello, use 0.015625 as tick size.

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