[ts-gen] FX bid/ask quotes truncated
Ken Feng
kfmfe04 at gmail.com
Wed Aug 5 05:04:42 EDT 2009
Hi Bill,
I agree with you that CEP appears to be useful at the current
Ruby-layer. At this point, I am just trying to: 1. Get paper trading
to work 2. Get live trading to work. Beyond that, if I start using
some form of CEP with the shim, I will definitely let you know.
Just for your reference when you refactor, I have also changed, for
FX, in my personal version of tags.c,
from:
Open(*new(perm) tag:: Dec(e, t.dec , "open" , "%8.2f")),
High(*new(perm) tag:: Dec(e, t.dec , "high" , "%8.2f")),
Low(*new(perm) tag:: Dec(e, t.dec , "low" , "%8.2f")),
Clos(*new(perm) tag:: Dec(e, t.dec , "close", "%8.2f"))
to:
Open(*new(perm) tag:: Dec(e, t.dec , "open" , "%11.5f")),
High(*new(perm) tag:: Dec(e, t.dec , "high" , "%11.5f")),
Low(*new(perm) tag:: Dec(e, t.dec , "low" , "%11.5f")),
Clos(*new(perm) tag:: Dec(e, t.dec , "close", "%11.5f"))
11 is probably overkill, but .5 is needed for some currencies.
Regards,
Ken
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