TradeDataListener onTrade -> double price in ticks?
Posted: Thu Mar 28, 2019 11:34 am
Hello -
stepping through the examples and creating a few indicators of my own, I made not of the fact that the price in the on trade method was in ticks.
For example, for an ESM9 contract price = 11132.0 (which is 4x the number of ticks at a price of 2828.00). I see this similarly for CLJ9.
However, the MovingAveragePrice indicator in your code doesn't seem to adjust for this and it shows a proper moving average (2827.54 for example).
Can someone clarify for me the price resolution in this listener? And if possible, can some explain why the movingaverageprice example works without a tick resolution adjustment?
stepping through the examples and creating a few indicators of my own, I made not of the fact that the price in the on trade method was in ticks.
For example, for an ESM9 contract price = 11132.0 (which is 4x the number of ticks at a price of 2828.00). I see this similarly for CLJ9.
However, the MovingAveragePrice indicator in your code doesn't seem to adjust for this and it shows a proper moving average (2827.54 for example).
Can someone clarify for me the price resolution in this listener? And if possible, can some explain why the movingaverageprice example works without a tick resolution adjustment?