Thanks,
That's interesting - I hadn't realised there was a price multiplier - I
guess that's why I've been falling off the end of their list.
But by the sound of things, this still means my price of 1068.5 should
be ok? That's the price that got rejected. This price is available in
TWS to set as limit.
Looking at the market price rule 1918 within the context of your price
multiplier, my price of 1068.5, would be applicable to the bucket with
low edge 10.0 and increment of 0.01 (i.e. 1 pence).
That would mean I'd have to trade at either 1068 or 1069, no?
If that's true, why do I see increments of 0.5 in the TWS order entry
screen?
Bits of 1918 rule:
}, PriceIncrement {
m_lowEdge: 5.0
m_increment: 0.005
}, PriceIncrement {
m_lowEdge: 10.0
m_increment: 0.01
}, PriceIncrement {
m_lowEdge: 20.0
m_increment: 0.02
}, PriceIncrement {
Best,
G.
On Thu, 30 Jul 2020 12:43:57 -0700
"Josh via groups.io" <jb201448@...> wrote:
Correcting my math in the previous post:
A price of 1077 for an instrument with price multiplier 100
corresponds to:
LowEdge 10, Interval 1/200
1/200 * (100 price magnifier) = 0.5 minTick
