AutoTrader 1.17c is now available - now supports all Bond symbols

Discussion in 'Trading Software' started by autotrader, Jul 10, 2003.

  1. Enhancements in version 1.17c. Full fractions support. This means the program now works with all symbols that uses fractions. The program has been tested with the following U.S. Treasury Bond Symbols

    SymbolDescription Tick Size
    ZT 2 year Treasury Bonds 1/128
    ZF 5 year Treasury Bonds 1/64
    ZN 10 year Treasury Bonds 1/64
    ZB 30 year Treasury Bonds 1/32

    The program has been generalized so it will work with symbols with fractional ticksize of 1/2, 1/4, 1/8, 1/16, 1/32, 1/64, and 1/128. You can even trade ES and NQ using fractions if you like! One caveat though for Bond traders, quotes are all displayed in fractions, so you will see 21/64 instead of '105. Let me know if that is a problem. The fractional values are not reduced to lowest multiple anymore like in my original support for fractions. So 16/32 will be displayed as 16/32, not 1/2.

    To setup trading for a bond symbol, start the AutoTrader program, then connect to TWS. Next, go to the preferences window and click New button in the Contract Information section. Enter ZB for the symbol (or whatever new symbol you want to trade), click on the Fraction Display checkbox, set the appropriate expiration data and exchange (ACE for U.S. Treasury Bonds), then click on the Details button. This will retrieve the tick size value for you from TWS. ZB should show a tick size of 0.03125 (that is 1/32). Click the Save button, then Ok if you have no additional symbols to define and you are now ready to trade the new symbol using fractions.