Tick Size and Price Granularity in LTP Formation

Indian equity prices do not move continuously—every Last Traded Price is constrained by an exchange-defined tick size. This article explains how price granularity shapes LTP formation, return resolution, volatility floors, and backtesting accuracy, showing why tick-aware, integer-based modeling is foundational for realistic Python market analytics.

Tick Size and Price Granularity in LTP Formation Read More »

Price-Based Market Data