Problem originates from FIX fills being reported in number of contracts and WS downloaded trades in amounts.
When downloading historical trades it could happen that reference data was not yet available. This incorrectly resulted in quantities not being converted into number of contracts.
A latch has now been implemented to only download trades after reference data has become available.
Problem originates from FIX fills being reported in number of contracts and WS downloaded trades in amounts.
When downloading historical trades it could happen that reference data was not yet available. This incorrectly resulted in quantities not being converted into number of contracts.
A latch has now been implemented to only download trades after reference data has become available.