|
|
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
CH DE PL
TedMar
OP
Newbie
|
OP
Newbie
Joined: Oct 2019
Posts: 27
CH DE PL
|
Hi, any one know how set 10-Year T-Note Future specifications in CSV file?
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: 1,634
Chicago
AndrewAMD
Serious User
|
Serious User
Joined: Feb 2017
Posts: 1,634
Chicago
|
Asset Lists are described here: https://zorro-project.com/manual/en/account.htmConvert 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.
|
|
|
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
CH DE PL
TedMar
OP
Newbie
|
OP
Newbie
Joined: Oct 2019
Posts: 27
CH DE PL
|
sorry, but i not understand why Zorro write in LOgfile a price with 2 dezimal places only. csv setup
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)
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)
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?
|
|
|
|
