[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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