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Import 10 Year T-notes futures data

4 replies

6 years ago #217942

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 ?

6 years ago #217950

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

6 years ago #217953

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

6 years ago #232503

Is it correct?

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6 years ago #232539

Hello, use 0.015625 as tick size.

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