how to get tick size of a contract

Hi, I am using python api to get some basic information on each contract.
The command I am using is like below.
ek.get_data(instr,fields=['CF_VOLUME','CF_CURR','CF_LOTSIZE','CF_EXCHNG','BS_PNT_VAL','MPV'])
I am wondering if there is a field associated to "tick size" of the contract.
Thanks.
Best Answer
-
I don't believe there is an easy way to retrieve the tick size of a future contract, but the best place to direct to content questions such as this one is Thomson Reuters Helpdesk. Call the Helpdesk phone number in your country or use Contact Us capability from your Eikon application and ask how to retrieve tick size of a future into Excel. If the Helpdesk comes up with a way to do this, then you should be able to utilize the same field names and parameters in Eikon Data API.
0
Answers
-
Due to an outage of the Thomson Reuters Developer
Community email notification system from 2:30 PM CDT on November 29th until
9:00 AM CDT on November 30th we are posting to all questions updated during
this timeframe in order to ensure all customers receive all relevant email
updates. Please review this question, and its associated answers, in order to
ensure you are aware of any possible updates that may have occurred during this
outage. We apologize for the delay and any inconvenience this has caused.Matthew Logterman, J.D.
Sr. Product Manager, Thomson Reuters Developer Community
0 -
Other than Eikon API, is there any other way for our RFA API or DSS API to obtain tick size information?
0 -
Content search and explanation questions are best directed to Thomson Reuters Helpdesk for the most authoritative answer.
In my experience using DSS you can ask for the field "Tick Value", which gives the dollar value of the min price change per contract. I tried it for the following future RICs and got correct values for all of them: Cc1, EDc1, NGc1, ESc1, LCOc1.
Using RFA you can retrieve the field PRC_TICK, which gives the tick size or the min price change in the quotation unit. I found this field populated for all the above RICs except NGc1.0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 652 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛