[ts-gen] tick decimals
Nils Gebhardt
mail at ngebhardt.de
Thu Sep 3 14:55:33 EDT 2009
I found the patch in the archives - I should have been searching better
before posting. Sorry -
regards Nils
On Thu, 2009-09-03 at 20:29 +0200, Nils Gebhardt wrote:
> 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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