| Ticks | This is the price of the product as published by the exchange. Note that this value may not match the display price. |
| TickValue | This is the cash value of a minimum tick for the product multiplied by the leg multiplier chosen for that leg, i.e. a leg multiplier of 3 with a $10 minimum tick creates a $30 TickValue. |
| Numerator | The minimum tick increment in the same terms as the "Ticks" of the product, i.e. a display price of 1170.3 may have a minimum tick of 0.1, but if the Ticks are published by the exchange as 11703, the Numerator will be 1, not 0.1 |
| Denominator | The value sent from the exchange that divides into Ticks to create a decimal value. |
| PriceCode | If applicable, this applies a special conversion to a decimal value to create a more legible display price, i.e. a 10yr Note decimal price of 127.296875 becomes 127095 after applying the appropriate PriceCode. |
| DisplayFormat | The decimal precision applied to a display price, i.e. a price of 1258.75 with a DisplayFormat of 0.0 will truncate the last digit, leaving 1258.7 as the display price |