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devcartel / pyrfa

Open sourced Python API for Refinitiv (Thomson Reuters) Enterprise Platform.
http://devcartel.com/pyrfa
MIT License
50 stars 15 forks source link

Rounding when retrieving TS1 data #12

Closed louisChiffre closed 9 years ago

louisChiffre commented 9 years ago

When retrieving TS1 data for some rics, TS1 quotes are sometimes rounded aggressively. For example, for the ric JPY1MFSR=, the data is rounded to the third decimal

DATE,CLOSE 2015/07/31,0.056 2015/06/30,0.059 2015/05/31,0.064

when the real data point for 2015/07/31 is 0.05643.

Is there anything that can be done to control the rounding?

wiwat-tharateeraparb commented 9 years ago

Seems to be a bug that limits decimal point to just three. Will fix in the next release. Thanks.

louisChiffre commented 9 years ago

That's great, thanks. When do you plan to release the fix?

wiwat-tharateeraparb commented 9 years ago

Next release should be on 21 August. And it will include this fix.

louisChiffre commented 9 years ago

Very good. Thank you for the information.

wiwat-tharateeraparb commented 9 years ago

Just released 8.0.0.2 which includes this fix.

louisChiffre commented 9 years ago

I tested it and it is fixed indeed. Thanks.