Closed faysou closed 6 days ago
Hi @faysou
Thanks for the report.
The loader was accounting for the display factor for some instruments, I'll remove the divide by 100 work around.
Thanks @cjdsellers
Now fixed on develop
branch from e607de581662d5b2f3122b17d24d7fe7db916256.
I credited your report in the release notes.
Bug Report
Expected Behavior
The futures price values from bars should have the correct scale when loaded with a databento nautilus loader.
Actual Behavior
They are divided by 100
Steps to Reproduce the Problem
[OhlcvMsg { hd: RecordHeader { length: 14, rtype: Ohlcv1M, publisher_id: GlbxMdp3Glbx, instrument_id: 5602, ts_event: 1715248800000000000 }, open: 5199.750000000, high: 5200.000000000, low: 5199.250000000, close: 5199.500000000, volume: 170 }, ...]
loader = DatabentoDataLoader() future_data = loader.from_dbn_file(path=data_file)
future_data