Replies: 2 comments 4 replies
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I think the same issue goes for Sugar 11 which trades on ICE in cents, so point size should be 1120? |
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Feel free to do a PR I don't trade ICE so won't affect me |
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What do you mean by PR? very bad with acronyms. |
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Pull request |
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Any particular reason you are not trading ICE contracts, is it the data feed cost via IB? Is it fair to think that you don't trade the instruments in the instrumentconfig.csv where slippage is missing? |
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Yes, and yes respectively. |
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Hi Everyone,
Not sure if any of you are using latest code to trade Orange Juice, but it seems to be the point size in instrumentconfig.csv is wrong. Looks like OJ futures trade on ICE and it is quoted in cents, so I would think point size should be 150.
Best
-Emre
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