Discrepancy in Order CSV Format for Send Orders
Posted: Sun Feb 12, 2023 7:16 pm
In the documentation for the format of the Orders CSV data file, there appears to be a discrepancy with what BookMap is actually exporting.
The documentation for 'SEND' states the format as:
However, in my exported orders CSV, I get these 'SEND' lines:
Can anybody clarify the two prices and the '0' after the second price? I'm pretty sure the last value is the size.
Thanks!
The documentation for 'SEND' states the format as:
KB-Appendices-AIV-OrdersFormatS,<date>,<time>,<subsecond>,<order id>,<instrument alias>,<bid(1) or ask(0)>,<price>,<size> S,20180817,132604,0.278443826,1105671107,ESU8.CME@RITHMIC,1,2837.0,2
However, in my exported orders CSV, I get these 'SEND' lines:
The two orders I quoted above are closing limit orders (a Take-Profit and a Stop-Loss).S,20230210,154104,0.085889,126045592,ESH3.CME@RITHMIC,0,NaN,4089.75,0,1
S,20230210,154104,0.087836167,126045591,ESH3.CME@RITHMIC,0,4093.0,NaN,0,1
Can anybody clarify the two prices and the '0' after the second price? I'm pretty sure the last value is the size.
Thanks!