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PostPosted: Mon Jul 15, 2019 1:51 pm 
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Joined: Mon Apr 02, 2018 1:39 pm
Posts: 14
Hi Gents,

Can you explain the relationship between Derivative Factor , TickSize and P&L (Portfolio Value) - for Futures.
I've assume TickSize is literally that, minimum move for instrument , but Derivative Factor is not the Value of 1 tick.

Thanks


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PostPosted: Mon Jul 15, 2019 8:57 pm 
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Joined: Mon Apr 02, 2018 1:39 pm
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Value / TickSize


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PostPosted: Thu Jul 18, 2019 9:18 am 
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Joined: Mon Apr 02, 2018 1:39 pm
Posts: 14
Ok .. may seem obvious figured it out

Tick value = tick size * multiplier

Just in case anyone else is as slow as I am :D


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