DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 16:28:08 +0000

Post From: market depth volume precision

[2015-09-28 04:49:17] Link To Thread - Link To Post [Go To First Post]
DTC Engineering - Posts: 320
Some things at the about floating-point volume/quantity values as integers. All of the DTC header files have not yet been updated to support this. The Sierra Chart test client has a technique to support floating-point volume/quantity values for market data. But it has no support for floating-point quantity values for trading. Therefore, given the number 100.55, it needs to be sent as an integer of 10055 for market data with a divisor of 100. For trading, Sierra Chart would send this through as 1005500 as a quantity value for a new order. Date Time Of Last Edit: 2015-09-28 04:50:51