[ts-gen] FX bid/ask quotes truncated

Bill Pippin pippin at owlriver.net
Fri Jul 31 20:19:42 EDT 2009


Ken,

About the problem and solution you indicate 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.

> ... I found a workaround for the bid/ask decimal problem for forex.
> I do not know if it is good enough for the general case, but it works
> for me.

> In tags.c, on lines 123 and 124, change the formatting string to
> something like this:

>       Pm01(*new(perm) tag:: Dec(e, t.dec   , "price",      "%9.5f")),
>       Pm12(*new(perm) tag:: Dec(e, t.dec   , "price",      "%9.5f")),

Congratulations on an excellent understanding of the terminal symbol
type tags.  You are also correct that this is not an ideal solution.
As Russ indicated in a previous post, a more robust and general
approach is now part of our design plan, yet I'm glad that you found
the correct point to make a simple, quick fix for for your symbols of
interest.

Thanks,

Bill


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