Hi @Kailash , Thanks for the fast response. Now, how can we get the weights for the Instruments? Can you arrange to pass this also as a separate column for the commodity instruments?
And how about for CDS segment? (USDINR16JULFUT in the example above) Regards, Ishwar.
@ishwarm I'll see how we can pass weights. For commodities and currencies, we deal with lots as units (always 1). When you place orders, you have to send 1.
Yes, I understand that. The weights are required for some other calculations in the application. As an example, it is being used in slippage calculations. So, for a buy stop order, the Slippage Amount would be = (average_price - trigger_price) x (Number of Lots) x (Weight for the instrument)
For currencies, the int32 price values should be divided by 10000 to obtain four decimal plaes.
For USDINR etc futures contracts, I have to further divide the quotes by 1000 to arrive at the correct values. Is it the missing multiplier values? Has it been included yet?
And how about for CDS segment? (USDINR16JULFUT in the example above)
Regards,
Ishwar.
(average_price - trigger_price) x (Number of Lots) x (Weight for the instrument)
Hope this clarifies.
You are right, it should be 10000000. Thank you for pointing out, we will update documentation.