Announcement

Collapse
No announcement yet.

precision problem with CBOT bonds

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • precision problem with CBOT bonds

    Hi,

    I having some precision problems when requesting for CBOT Bond daily data. Only the first bar is the correct precision, and all the other bars are wrongly truncated to 4 decimal places.

    Does anybody know how to fix this? Thanks.

    esignal.get_RequestHistory("TY H6", "D", IESignal.barType.btBARS, 5, -1, -1);
    This is my program output for TY H6 close
    ***********************************
    0: 12/6/2005: 108.046875
    -1: 12/5/2005: 108.0469
    -2: 12/2/2005: 108.3438
    -3: 12/1/2005: 108.3438
    -4: 11/30/2005: 108.5313
    -5: 11/29/2005: 108.6875



    Full C# source code
    [Sorry about indentation. Code also attached.]
    ****************************
    using System;
    using System.Threading;

    namespace BondTest
    {
    class Class1
    {
    static IESignal.HooksClass esignal;
    static AutoResetEvent myResetEvent = new AutoResetEvent(false);
    [STAThread]
    static void Main(string[] args)
    {
    esignal = new IESignal.HooksClass();
    esignal.OnBarsReceived += new IESignal._IHooksEvents_OnBarsReceivedEventHandler( esignal_OnBarsReceived);
    esignal.SetApplication("API_WS");

    if (esignal.IsEntitled == 0)
    {
    Console.WriteLine("Not entitled. Check if eSignal is logged-in.");
    return;
    }
    esignal.ReleaseAllHistory();
    esignal.ReleaseAllTimeSales();

    esignal.get_RequestHistory("TY H6", "D", IESignal.barType.btBARS, 5, -1, -1);
    myResetEvent.WaitOne();
    return;
    }

    static void esignal_OnBarsReceived(int lHandle)
    {
    int numbars = esignal.get_GetNumBars(lHandle);
    IESignal.BarData bd;

    for( int i = 0 ; i>=-(numbars -1); i--)
    {
    bd = esignal.get_GetBar(lHandle, i);
    Console.WriteLine( i.ToString() + ": " + bd.dtTime.ToShortDateString() + ": " + bd.dClose.ToString());
    }
    myResetEvent.Set();
    }
    }
    }
    Attached Files
    Last edited by kevin123; 12-06-2005, 02:51 AM.

  • #2
    I'm still having the problem below, does anybody know how to fix it?

    Thanks.

    Comment

    Working...
    X