[ts-gen] FX bid/ask quotes truncated

R P Herrold herrold at owlriver.com
Sat Jul 25 11:09:08 EDT 2009


On Fri, 24 Jul 2009, Ken Feng wrote:

> When I try:
>
> echo "select tick CASH:IDEALPRO:AUD:USD 1" | ./shim --data cout

Just as a matter to 'futureproof' your ATS, add a semicolon at 
the end of even just a single command; the parser will be 
happier, and less likely to provide a confusing scan result in 
its internals.

> I get the output below.  AUDUSD should be quoted to four decimal
> places (eg 0.8148), but the output only shows 0.8.  I also tried
> USDJPY, and there are similar problems there.

Certainly sensible that more precision _should_ be there. I 
suspect this is a result of some work done on output 
alignment, and we inadvertently chopped too much.   We'll look 
into it Monday

-- Russ herrold

> - Ken

> 21200|28816|   9391639|3| 1| 5|    1| 1|     0.8|
> 7000000|1|price.outcry.bid.   |CASH::AUD:USD:
> 21200|28816|   9391688|3| 1| 5|    1| 2|     0.8|
> 9000000|1|price.outcry.ask.   |CASH::AUD:USD:



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