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symbol_properties.minimum_price_variation incorrect for Australian Dollar Futures (6A) Futures

Open neovicent opened this issue 1 year ago • 0 comments

Expected Behavior

Future: Australian Dollar Futures Exchange Ticker: 6A Minimum Price Variation: 0.00005

References: https://www.cmegroup.com/markets/fx/g10/australian-dollar.contractSpecs.html

Actual Behavior

Future: Australian Dollar Futures Exchange Ticker: 6A Minimum Price Variation: 0.0001

Minimum price variation is incorrect for Australian Dollar Futures (6A)

Potential Solution

Adjust the corresponding values in symbol properties database (line 226).

Reproducing the Problem

qb = QuantBook() print(qb.AddFuture("6A").SymbolProperties.MinimumPriceVariation))

System Information

QC Cloud

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

neovicent avatar Jun 25 '24 11:06 neovicent