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Owen,
with respect to the tick size, that (and round lot size) apear to be settable
on a per ticker basis. See menu [Symbol]-->[Information...]
On Tue, 28 Oct 2003 06:25 am, Owen Davies wrote:
> Al Venosa reasonably asked:
> > Why do you say portfolios are not well adapted to futures trading?
>
> With futures, you have a number of considerations that do not apply to
> stocks. I did not want to take up bandwidth with stuff people might
> already know, but nearly everyone here trades equities, so...
>
> One problem is TickSize. It's different for each vehicle. So if I want to
> trade the e-mini S&P, TickSize gets set to 0.25. For the full-sized S&P,
> it's 0.10. For T-bonds, it is 0.03125, and for T-notes it's half that. AB
> cannot check what contract is being tested, so you need a different
> portfolio for each futures market. (I assume you can have more than one
> portfolio; will read the instructions when done writing this.)
>
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