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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Trimmed zero in quotes
Author Topic: Trimmed zero in quotes (3 messages, Page 1 of 1)

AHA
-Interested User-
Posts: 37
Joined: Jan 31, 2012


Posted: Apr 9, 2016 04:15 AM          Msg. 1 of 3
For symbol WINJ16 and INDJ16 do not get ending '0' in quotes e.g. 50500 is distributed as 505.
Applies for 5.2 protocol and this exchange only.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Apr 11, 2016 08:15 AM          Msg. 2 of 3
Good morning.

I tried replicating your issue, but either it is not happening for me or I am not looking in the right place.

In the 4.9 protocol I show :
F,WINJ16,42,,,52515,38115,,,,,,,,,,,,,,,,,,IBOVESPA MINI STOCK INDEX APRIL 2016,,,,,,,,,,, , ,,0,0,0,,33.05,8,66,03/30/2016,01/26/2016,,,,,,04/13/2016,,,WIN,
P,WINJ16,42,50995,588,0.011665047,43619,1,51145,50600,50995,51000,19,1,,,545,,201118,50600,50407,5,,50407,,0,,,,,04/11/2016,,50995,04/13/2016,,,588,0,,,5,-5,395,1,0.010687322,,0,0,2,375022,,,,,,17149,09:04:38,09:04:37,,121416,,04/08/2016,66,66,66,09:04:36,66,
Q,WINJ16,42,50995,588,0.011665047,43619,1,51145,50600,50995,51000,12,4,,,545,09:04:36b,201118,50600,50407,5,,50407,,0,,,,,04/11/2016,,50995,04/13/2016,,,588,0,,,5,-5,395,1,0.010687322,,0,0,2,375022,,,,,,17149,09:04:38,09:04:38,,121416,,04/08/2016,66,66,66,09:04:36,66,

For 5.2 I get :

F,WINJ16,42,,,52515,38115,,,,,,,,,,,,,,,,,,IBOVESPA MINI STOCK INDEX APRIL 2016,,,,,,,,,,,,,,,0,0,,33.05,8,66,03/30/2016,01/26/2016,,,,,,04/13/2016,,,WIN, P,WINJ16,50995,3,09:06:05.708000,66,44193,50990,3,50995,6,50600,51145,50600,50407,ba,01,
Q,WINJ16,50995,3,09:06:05.708000,66,44193,50990,6,50995,4,50600,51145,50600,50407,ba,01,

Prices with trailing zeros appear to be displaying for me as well.
Q,WINJ16,51020,2,09:08:07.991000,66,46483,51015,15,51025,19,50600,51145,50600,50407,ba,01,
Q,WINJ16,51100,5,09:14:09.651000,66,54591,51095,16,51105,19,50600,51145,50600,50407,v,01,

Data also appears to be there on history requests for 5.2

2016-04-11 08:00:41.863000,50600,1,911,53000,50600,326,C,66,01,
2016-04-11 08:00:41.863000,50600,1,910,53000,50600,325,C,66,01,
2016-04-11 08:00:41.863000,50600,3,909,53000,50600,324,C,66,01,

Could you maybe enable all L1 logging long enough to get me sample of what you are seeing there? Then I can try to recreate what you are doing and hopefully replicate your problem and fix it.

Tim

AHA
-Interested User-
Posts: 37
Joined: Jan 31, 2012


Posted: Apr 12, 2016 11:13 AM          Msg. 3 of 3
Noticed an internal issue on my side that caused the trimming. Was different before 5.2.
 

 

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