docs: note minimum tick-size risk consideration for APAC equities - #4115
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sebastian-lerner-link wants to merge 3 commits into
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docs: note minimum tick-size risk consideration for APAC equities#4115sebastian-lerner-link wants to merge 3 commits into
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August 27, 2026 22:57
TWSE applies a price-tiered minimum tick size, so TWD-denominated streams can appear to move in discrete increments rather than continuously. Documents this as expected exchange behavior so integrators don't mistake it for reduced feed precision.
Generalize framing to match how tick-size tiers work across several APAC exchanges, and call out that aggregated mid/bid-ask data may not cleanly respect the underlying instrument's tick size.
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Avoid naming TWSE directly in the tick-size heading/intro per review feedback; frame it as an Asian-exchange behavior with TWD called out as the affected base currency instead. Also document that new listings can show pre-open reference prints at the issue price ahead of the opening call auction, so integrators don't mistake these for executions.
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Test plan