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Date/Time: Sat, 07 Sep 2024 23:59:45 +0000

Post From: Trade Activity Export issue - FilledPrice field

[2023-09-17 23:47:07] Link To Thread - Link To Post [Go To First Post]
User990275 - Posts: 22
I've done some more investigating and as far as I can tell, this appears to be a bug in the Trade Activity Export functionality. The Export is applying the incorrect multiplier (or not applying a multiplier at all), to the FillPrice field when fills are exported to CSV. The FillPrice displays correctly, but when exported, the field is multiplied by 100 (or is not having a .01 multiplier applied). This seems to be the case at least for Teton and Rithmic data. I believe it occurs for ES, MES, NQ, and MNQ. Thanks