[ts-gen] tick decimals
Nils Gebhardt
mail at ngebhardt.de
Thu Sep 3 14:29:21 EDT 2009
for select ticks I am missing some decimals, for example EUR:USD and
Bund Future I get (shim-090901)
21481|73482|1207471390|3| 1| 5| 2| 2| 1.4| 3000000|1|
price.outcry.ask. |CASH::EUR:USD:
21481|73483|1208929532|3| 1| 5| 1| 2| 122.8| 1|1|
price.outcry.ask. |FUT:DTB:GBL:20090908:
where I would expect 4 decimals (1.4xxx) in the first case and 2
(122.8x) in the second. I vaguely remember there have been fixes in this
direction in the past - anyone a suggestion?
Thanks
Nils
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