how can I set a "contract multiplier" for VIX futures? E.g. instead of VIX points like 15, each contract is 15,000 (x1000) in equity. (http://cfe.cboe.com/education/vixprimer/basics.aspx)
I downloaded the CBOE VXxx contracts which have pricing of 15, but each contract must be priced at 15,000. I tried using "Point Value" and "Tick Size" in the settings, but this affects profit from changes only and not equity.
Alternatively, how would I do a post-script to modify close prices with a multiplier of 1000 to get the same result?
In the post script, you need to loop through the rows then simply multiply the appropriate field by 1000.
You may need to convert the field from object to double.
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