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penberg / helix

Helix, a market data feed handler for C and C++.
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trade size does not make sense #19

Closed ghost closed 9 years ago

ghost commented 9 years ago

i've added some statistics printing to helix-trace. seems like the trade size is too high, could you please have a look?

volume (mio): 10433240092.4563, notional (mio): 2085880461126.7920