[ts-gen] Still Having Rounding/Formatting Issues

[R P Herrold]

On Fri, 25 Sep 2009, Ken Feng wrote:

> When I checked the OrderStatus table, I see that both avg_fill and
> last_fill are defined as DECIMAL(10,4).
>
> This is insufficient for forex trading.  For example, when I compared
> TWS with OrderStatus today, I had a fill for a EURGBP trade for
> 0.91373 in TWS, but 0.9137 in OrderStatus.
>
> I have altered my own OrderStatus table's avg_fill and last_fill to
> DECIMAL(11,5), but I see that DECIMAL(10,4) is all over the place in
> the system...

Hi, Ken

We have not traded in that space, and so had not been alert to 
the issues you raise.  The scaling change in displayed results 
is on the docket for us, along the lines Bill previously 
outlined. The obvious short term is a 'sed' one on the load 
scripts to handle '10,4' to '10,5'

-- Russ herrold