[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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