Message: TickSizeByPrice

File: WebAPI/metadata_2.proto

Description

Describes tick size and value, and the range of prices they apply to.

Used in

ContractMetadata

Fields

tick_size

Type: double

Description: Size of a single market tick in correct price format.

tick_value

Type: double

Description: Contract tick money value in the contract’s currency. Zero if not applicable (e.g., for indexes).

boundary_price

Type: double

Description: Boundary of a half-open price range. Minimum for positive values but maximum for negative values.

      Negative value defines (prev-price <- boundary_price] range

      Positive value defines [boundary_price -> next-price) range

      Zero value defines (highest-negative-price <- 0] and [0 -> lowest-positive-price)

The price is in correct price format.