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Is there any resource containing the tick increment values of NASDAQ/NYSE equities (.0001, .01, .05), or way to programmatically determine it (rule or formula) ?

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The best way is to look at the API documentation for wherever you're getting your data from.
Typically, it'll be precise to the penny (.01).

You could also look at the data itself - whatever you plan to use in an application where this matters - and see what the greatest degree of precision is that you can find. With relatively random stock data (and the low-order digits will be the most random), this doesn't require a lot of data to figure out.

  • @PedroLobito Does method #2 work? – WBT Mar 6 '17 at 20:56
  • The 2nd method can add up to system resources due to the nature of this project. – Pedro Lobito Mar 12 '17 at 19:39
  • @PedroLobito I doubt that. LOOK AT THE DATA you are getting and working with. Look at maybe dozens of values. Do they end with values like {.04,.32,.98,.71} (which suggests .01) or is it more like {.001,.0005,.0005,.0,.001} (which suggests .0005) or {.512,.986,.347,.867}, (which suggests .001) etc.? If those low-digit values are random, you won't have to look at very many values before gaining high confidence you've seen something as precise as the most precise data in there, sufficient at least for the practical purposes implied in the question. – WBT Mar 12 '17 at 20:13
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The way I managed to solve this was by scrapping the broker website and compile a list containing Symbol, Primary Exchange, Tick Increment, ISIN, CONID, ASSETID of 6589 Equities from NASDAQ, NYSE and AMEX.
Here's a gist of the list:

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