Posted By: happysun
Can Zorro handle negative prices? - 11/09/20 03:21
I am trying to record US 10 year TIP prices (https://www.cnbc.com/quotes/?symbol=US10YTIP ) and save them to T1 format. The prices are negative numbers because the yield is negative. But in Zorro, negative number in T1 means it is BID price, it doesn't mean the price is negative. So how to handle negative prices in Zorro?