Decimal places and Futures symbols
Author: bishop
Creation Date: 2/16/2011 5:11 AM
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bishop

#1
Hello,

I'm using Finam streaming data provider and majority of my stocks have two decimal places, but couple of stocks have 3 or 4 decimal places (for example, ???????? or ??? ??). I tried to make those symbols as futures in "Symbol Info Manager" where I defined 3 and 4 decimal places respectively. But unfortunately that doesn't help: I still see 2 decimal places for those stocks.

Changing "pricing decimal places" to 4 in "Advanced options" leads to displaying 4 decimal places in all stocks which is not convenient for me.

How can i change decimal places in symbols under Finam data provider?

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Eugene

#2
First thing to check: is Futures mode enabled?

If it is, WL 6.0-6.1 may have trouble with symbols with white space or lowercase/mixed case. Examples: "FUT ES", "Aud/Usd".

Finam provider creates symbol names as they exist in source data feed i.e. "Aud/Usd" not "AUD/USD". However, the Symbol Info Mgr tool (6.1) will force symbol name capitalization. For instance, your Finam symbol "Aud/Usd" becomes "AUD/USD" in Symbol Info Mgr, and charts/strategies will no longer treat it as a Futures symbol.

Perhaps capitalizing symbol names in Finam DataSets by the provider itself could be a workaround. I'm not sure but will mark it to research later.
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bishop

#3
Eugene, I had the same opinion like yours and now I tested the idea with capitalizing to be sure.
I found some symbols which name consists only from caps and converted them to futures mode. After that decimal places in that symbols changed to the value i set.

So mark for yourself that it would be nice to "Symbol info Manager" not to catitalize names.

Thank you for your assistance
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Eugene

#4
QUOTE:
So mark for yourself that it would be nice to "Symbol info Manager" not to catitalize names.

Fidelity must have had some reason for forcing upper case -- like fixing a bug. Anyway, RegEx matching is coming in 6.2 to the Symbol Info Mgr but we need to verify that symbols in all cases will work there.
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Eugene

#5
WL 6.2 will fix this problem: forced upper case conversion will be gone from the Symbol Info Manager.
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Cone

#6
Not only that, we're implementing RegEx (Regular Expressions) for futures symbol matching. RegEx makes it possible for a single expression to match all similar contracts.

For example, instead of entering different records for each e-mini future contract like this:

:
ESM0..
ESU0..
ESZ0..
ESH1..
:

You'll only have to enter 1 record for these (and all future contracts that match the expression):
ES[HMUZ][0-9]..

We'll all have to prepare for the 6.2 release, because RegEx won't interpret special characters like *, +, etc. literally unless you "escape" them with a \. In any case, we'll have a plan and announce this change on the What's New page to give everyone a head's up.
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