[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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