Finding Historical Futures Tick Size Changes in Exchange Notices

Summary

The document addresses how to identify past changes in futures contract tick sizes, which matter when interpreting historical price data and trading costs. Its practical suggestion is to search exchange press releases, where exchanges announce contract specification changes. It reports that the respondent knew of no centralized repository covering these changes, so researchers may need to consult the relevant exchange’s own notices.

The answer characterizes tick size changes as infrequent, but it gives no list of exchanges, archive links, search terms, or method for assembling notices into a consistent time series. Coverage and record retention may therefore vary by exchange. For research, any gathered changes should be checked against the effective dates and contract specifications in official notices before applying them to historical data.

Key ideas

• Exchange press releases can be a source for historical futures tick size changes.
• The document identifies no centralized repository for this information.
• Tick size changes are described as infrequent, though the answer provides no supporting dataset.
• Researchers need to verify effective dates and contract details against official exchange notices.

Tags

# Futures Historical Tick Size


# Futures Historical Tick Size












I understand for some futures contracts, tick size does change from time to time. Does anyone know where to get historical tick size changes?

## Answer by user42108 (score 2)

https://quant.stackexchange.com/a/58779

I suggest looking at press releases from exchanges. I'm not aware of any centralized repository of data on changes in tick size. On the upside, they don't happen very often. :)

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