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> That's right. What you're missing is when it makes sense to have
> a non-zero value of MinMove.
Whoops. Not "non-zero," but "non-one." Sometimes you want a
MinMove value that is larger than one.
BTW Abhijit, I'm surprised GS accepted 12.5 as a MinMove for you.
I think MinMove has to be an integer. (Some digging around in
the GS help confirms it's supposed to be a "whole number.")
Since 12.5 was working right for you, and since you have the BPV
and PriceScale set correctly, I suspect GS was ignoring your
bogus non-integral value and substituting a value of 1. BPV of
125000, PriceScale of 1/10000, and MinMove of 1 are the correct
values.
Gary
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