Is there a simple way to find changes in tick sizes (minimum price increment) of liquid US futures traded on CME? I would look for dates on which tick size was adjusted (along with values before/after). One (rather painful) way of doing it is to sift through their CFTC filings and look for amendments to rules. I did that and produced the following list, however, I have no idea how complete it is:
ES, 0.25
YM, 1
NQ, 0.25
TF, 0.1
6A, 0.0001
6B, 0.0001
6C, 0.0001, 7/10/2016, 0.00005
6E, 0.0001, 1/10/2016, 0.00005
6J, 0.000001, 6/21/2015, 0.0000005
6M, 0.000025, 7/14/2014, 0.00001
6N, 0.0001
6S, 0.0001
GE, 0.005
ZT, 0.0078125
ZF, 0.0078125
ZN, 0.015625
ZB, 0.03125
UB, 0.03125
ZC, 0.25
ZW, 0.25
ZS, 0.25
ZM, 0.1
ZL, 0.01
LE, 0.025
HE, 0.025
CL, 0.01
NG, 0.001
HG, 0.0005
GC, 0.1
SI, 0.005
FDAX, 0.5
FESX, 1
BRN, 0.01
GAS, 0.25
WBS, 0.01
ULS, 0.25
CC, 1
KC, 0.05
CT, 0.01
SB, 0.01
FGBS, 0.005
FGBM, 0.01
FGBL, 0.01
FGBX, 0.02
HO, 0.0001
MGC, 0.1
NIY, 5
NKD, 5
PA, 0.05, 5/6/2018, 0.1
PL, 0.1
QC, 0.002
QG, 0.005
QI, 0.0125
QM, 0.025
QO, 0.25
RB, 0.0001
ES, 0.25
YM, 1
NQ, 0.25
TF, 0.1
6A, 0.0001
6B, 0.0001
6C, 0.0001, 7/10/2016, 0.00005
6E, 0.0001, 1/10/2016, 0.00005
6J, 0.000001, 6/21/2015, 0.0000005
6M, 0.000025, 7/14/2014, 0.00001
6N, 0.0001
6S, 0.0001
GE, 0.005
ZT, 0.0078125
ZF, 0.0078125
ZN, 0.015625
ZB, 0.03125
UB, 0.03125
ZC, 0.25
ZW, 0.25
ZS, 0.25
ZM, 0.1
ZL, 0.01
LE, 0.025
HE, 0.025
CL, 0.01
NG, 0.001
HG, 0.0005
GC, 0.1
SI, 0.005
FDAX, 0.5
FESX, 1
BRN, 0.01
GAS, 0.25
WBS, 0.01
ULS, 0.25
CC, 1
KC, 0.05
CT, 0.01
SB, 0.01
FGBS, 0.005
FGBM, 0.01
FGBL, 0.01
FGBX, 0.02
HO, 0.0001
MGC, 0.1
NIY, 5
NKD, 5
PA, 0.05, 5/6/2018, 0.1
PL, 0.1
QC, 0.002
QG, 0.005
QI, 0.0125
QM, 0.025
QO, 0.25
RB, 0.0001