[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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