Support Board
Date/Time: Wed, 27 Nov 2024 07:43:38 +0000
Post From: Trade Activity Export issue - FilledPrice field
| [2023-09-17 23:47:07] |
| User990275 - Posts: 22 |
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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 |