github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 12189 c211d04798
    比较

    Adjust AlgoSeek Futures price multipliers to quote/process prices in USD (#5725)

    frostbyte_neo 发布于 2021-07-01 21:46:36 +00:00 | 2285 次提交 在此版本后已推送到 master

    • Adjust AlgoSeek Futures price multipliers to quote prices in USD

    • Revert changes to AUP scaling

      • After a second review, seems that this contract isn't scaled.
        The contract multiplier differs from the NYMEX Aluminum Index's
        contract multiplier, and so does the minimum price variation.
        The minimum price fluctuation seems consistent with CME's
        quoted prices, which also claims the contract is quoted in USD.

    • Fix futures contract multipliers for some scaled contracts

    下载附件