[ts-gen] currency crosses now work [was: adding new-expiry ...]
Nils Gebhardt
mail at ngebhardt.de
Mon Apr 13 04:10:51 EDT 2009
Bill,
On Fri, 2009-03-20 at 19:40 -0400, Bill Pippin wrote:
[currency symbols...]
> They now work properly. In particular, once the symbols data from
> the newest data tarball is used to repopulate your database, the
> quote currency for crosses is well defined, and so the shim can use
> that information to describe the products correctly in requests to
> the IB tws.
>
I have a little issue regarding currencies: when sending EUR:USD orders,
limits get somehow rounded with 2 decimal digits (instead of 4 digits),
for example sell at 1.3143 becomes sell at 1.3100 - which probably leads
in most cases to unwanted results . EUR:JPY
orders come in correctly as do probably USD:JPY orders, as they are ok
with 2 decimals. On the other hand, the example provided in exs/tick
works fine:
EUR:USD ticks come in with correct number of digits. So, it appearently
it has nothing to do with local environment variables.
Any suggestions?
Thanks
Nils
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