DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 16:52:06 +0000

Post From: market depth volume precision

[2015-09-20 01:45:35] Link To Thread - Link To Post [Go To First Post]
DTC Engineering - Posts: 320
In Sierra Chart this is controlled through Global Settings >> Symbol Settings >> Additional >> Volume Display Format for the selected Symbol. The actual setting to use depends upon what multiplier was applied to the original floating-point volume number. There is no place in DTC to control this because it is a subject which needs to be discussed. There is one thread where you talked about making the quantity value in a DTC integer Order message to also be an integer but the problem is we cannot just simply do that. There has to be a specification written and followed which defines how that integer is converted to a floating-point number in the same way there is a specification like this for price values. The whole idea behind using integers in a market data feed is for compactness and/or accuracy. If the price and quantity/volume data is originally as integers and needs to remain as integers, you might as well just put those integers into doubles. There should not be any precision issue most likely, and not an accuracy problem either because it is only holding an integer.