Market Data Unfair Advantage Posting Status Robert 2016

NCDEX futures price, volume, and open interest scaling

Please be advised that effective January 14, 2019, CSI will amend quotations of certain NCDEX products in order to provide more accurate price and volume precision.

OHLC prices disseminated in points format will be increased by a factor of 10 for the following product to accommodate the full precision quoted by the exchange. Only prices disseminated in points format will be increased. Prices disseminated in decimal format will not have their values increased.

CSI#

Name

Old min tick

New min tick

100650

Cotton Seed Oilcake

1

0.5

 

Additionally, the following NCDEX products will be adjusted to provide volume and open interest in contracts rather than in units. Volume and open interest will be divided by the divisors listed below.

CSI#

Name

Divisor

100650

Cotton Seed Oilcake

10

100651

Refined Soy Oil

10

100652

Soy Bean

10

100653

Rapeseed-Mustard Seed

10

100657

Sugar (M Grade)

10

100658

Coriander

10

100660

Jeera

3

100662

Maize – Feed/Industrial Grade

10

 

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