[ts-gen] FX bid/ask quotes truncated
Ken Feng
kfmfe04 at gmail.com
Thu Jul 23 19:03:28 EDT 2009
Hi,
When I try:
echo "select tick CASH:IDEALPRO:AUD:USD 1" | ./shim --data cout
I get the output below. AUDUSD should be quoted to four decimal
places (eg 0.8148), but the output only shows 0.8. I also tried
USDJPY, and there are similar problems there.
- Ken
---------------------------------------------------------------------------------------------------------------------------------
21200|28816| 9391639|3| 1| 5| 1| 1| 0.8|
7000000|1|price.outcry.bid. |CASH::AUD:USD:
21200|28816| 9391688|3| 1| 5| 1| 2| 0.8|
9000000|1|price.outcry.ask. |CASH::AUD:USD:
21200|28816| 9391723|3| 2| 5| 1| 0| 7000000|0|size.bid.
|CASH::AUD:USD:
21200|28816| 9391753|3| 2| 5| 1| 3| 9000000|0|size.ask.
|CASH::AUD:USD:
21200|28816| 9391817|3| 2| 5| 1| 8|
0|0|size.volume. |CASH::AUD:USD:
21200|28816| 9391854|3| 1| 5| 1| 9| 0.8|
0|0|price.summary.close.|CASH::AUD:USD:
21200|28833| 27205540|3| 1| 5| 1| 1| 0.8|
7000000|1|price.outcry.bid. |CASH::AUD:USD:
21200|28833| 27205588|3| 1| 5| 1| 2| 0.8|
9000000|1|price.outcry.ask. |CASH::AUD:USD:
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