How to set CSV for 10-Year T-Note Futures?

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How to set CSV for 10-Year T-Note Futures? #484144 09/16/21 10:06 09/16/21 10:06
Joined: Oct 2019 Posts: 27 Germany TedMar OP Newbie
TedMar OP Newbie Joined: Oct 2019 Posts: 27 Germany	Hi, any one know how set 10-Year T-Note Future specifications in CSV file? Quote 10 Year Treasury Note (ZN) Tick SizeOne half of 1/32 of a point ($15.625 per contract) rounded up to the nearest cent per contract; par is on the basis of 100 points Point Value$1,000

Re: How to set CSV for 10-Year T-Note Futures? [Re: TedMar] #484146 09/16/21 13:16 09/16/21 13:16
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Asset Lists are described here: https://zorro-project.com/manual/en/account.htm Convert fractions to decimals as needed. If you don't know the meaning of the quotes in your feed (in relation to par value), you should read up on how bond quotes work, and use that as a basis for your Asset List configuration. www.vitaltrades.com - andrew@vitaltrades.com

Re: How to set CSV for 10-Year T-Note Futures? [Re: TedMar] #484181
09/18/21 14:23 09/18/21 14:23

Joined: Oct 2019
Posts: 27
Germany

TedMar

OP
Newbie

TedMar

OP
Newbie

Joined: Oct 2019
Posts: 27
Germany

sorry, but i not understand why Zorro write in LOgfile a price with 2 dezimal places only.
csv setup

Code

Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbols,Type
ZN,132,0.015625,0,0,0.015625,15.625,1000,1,1,3.5,ZN

History prices example (gen with CSVfromHistory)

Code

2021-09-15T20:01:00,133.39063,133.39063,133.39063,133.39063,2.00000,2.00000
2021-09-15T20:00:00,133.37500,133.39063,133.37500,133.39063,7.00000,10.00000
2021-09-15T19:59:00,133.39063,133.39063,133.39063,133.39063,1.00000,1.00000
2021-09-15T19:58:00,133.39063,133.39063,133.39063,133.39063,1.00000,1.00000
......

and Zorro (LOGFILE)

Code

Test: Chart ZN_2021 2000..2021

[1: Mon 21-01-04 00:00cf] 137.84/137.88\137.83/137.86 -0.01
[2: Mon 21-01-04 01:00cf] 137.86/137.89\137.86/137.86 -0.01
[3: Mon 21-01-04 02:00c] 137.88/137.92\137.86/137.88 -0.01
[4: Mon 21-01-04 03:00c] 137.88/137.91\137.84/137.91 -0.01
[5: Mon 21-01-04 04:00c] 137.91/138.06\137.88/138.00 -0.01

what's wrong?

Moderated by Petra