Instrument definitions
Find most liquid instruments
Find most active instruments using instrument definitions and OHLCV data.
Historical
Handling tick sizes
Convert prices and spread size to tick units.
Historical
Find ICE intercommodity spreads
Find ICE intercommodity futures spreads from leg definitions.
Historical
Displaying fractional prices
Render prices in the venue's own fractional convention, such as 108'185.
Historical
Computing tick value and contract notional
Derive the value of one tick and the notional value of a contract.
Historical