Is there a simple way to find changes in tick sizes (minimum price increment) of liquid US futures traded on CME? I would look for dates on which tick size was adjusted (along with values before/after). One (rather painful) way of doing it is to sift through their CFTC filings and look for amendments to rules. I did that and produced the following list, however, I have no idea how complete it is: ES, 0.25 YM, 1 NQ, 0.25 TF, 0.1 6A, 0.0001 6B, 0.0001 6C, 0.0001, 7/10/2016, 0.00005 6E, 0.0001, 1/10/2016, 0.00005 6J, 0.000001, 6/21/2015, 0.0000005 6M, 0.000025, 7/14/2014, 0.00001 6N, 0.0001 6S, 0.0001 GE, 0.005 ZT, 0.0078125 ZF, 0.0078125 ZN, 0.015625 ZB, 0.03125 UB, 0.03125 ZC, 0.25 ZW, 0.25 ZS, 0.25 ZM, 0.1 ZL, 0.01 LE, 0.025 HE, 0.025 CL, 0.01 NG, 0.001 HG, 0.0005 GC, 0.1 SI, 0.005 FDAX, 0.5 FESX, 1 BRN, 0.01 GAS, 0.25 WBS, 0.01 ULS, 0.25 CC, 1 KC, 0.05 CT, 0.01 SB, 0.01 FGBS, 0.005 FGBM, 0.01 FGBL, 0.01 FGBX, 0.02 HO, 0.0001 MGC, 0.1 NIY, 5 NKD, 5 PA, 0.05, 5/6/2018, 0.1 PL, 0.1 QC, 0.002 QG, 0.005 QI, 0.0125 QM, 0.025 QO, 0.25 RB, 0.0001
Don't even get me started on full 32nds to half 32nds to full 32nds on ZB (30 year T-Bonds) in the late noughties. Lots more like that.