...tron API
Hello,
I ran into a problem to compute the correct contract value when using reuters feed for a few instruments on the singapore exchange,
Let's take one instrument as example SDIUH8 :
SDIUH8 : INR/USD Future (bloomberg code XIDH8)
From my bloomberg terminal I can see that :
the contract size is 2,000,000 INR
contract value is 30,792 $
price displayed as : 0.010 US cents per
100 Rupees
and here is the feed for SDIUH8 that I get from reuters :
sdiuh8.txt
The currency I get from reuters is USD, the contract size is 2,000,000 and the price is 153,91 (price is the correct, just not the same time hour.)
thomson reuters : contract value = contract size * price = 2,000,000 * 153.96 = 307,920,000 $
bloomberg : contract value = contract size * price = 2,000,000 * 153.96 = 307,920,000 (0.010 US cents per 100 Rupees) = 307,920,000 * 0.01 / 100 = 30,792 $
So my contract value is off by a divisor of 10000, which is not really easy to use for trading. Can someone point me the field I should use to apply this divisor of 1000 from the electron feed ? I have looked everywhere, and I can't solve that problem.
(Bloomberg value are aligned with the contract specification displayed by SGX.)
Thank you very much !
Louis Martin-Pierrat
