[ts-gen] Sample Script for Listening to Ticks and Sending Orders
Ken Feng
kfmfe04 at gmail.com
Fri Jul 31 09:48:26 EDT 2009
Hi,
Is there a suggestion for a sample script for listening to one ticker
and sending orders for that one ticker?
I've noticed that I should have only one shim up at a time, so I
assume that there must be a sample script which can do both listening
and sending...
=========================================================
BTW, I found a workaround for the bid/ask decimal problem for forex.
I do not know if it is good enough for the general case, but it works
for me.
In tags.c, on lines 123 and 124, change the formatting string to
something like this:
Pm01(*new(perm) tag:: Dec(e, t.dec , "price", "%9.5f")),
Pm12(*new(perm) tag:: Dec(e, t.dec , "price", "%9.5f")),
- Ken
More information about the ts-general
mailing list