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Can Zorro handle negative prices? #481849
11/09/20 03:21
11/09/20 03:21
Joined: May 2020
Posts: 14
London
H
happysun Offline OP
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happysun  Offline OP
Newbie
H

Joined: May 2020
Posts: 14
London
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?

Re: Can Zorro handle negative prices? [Re: happysun] #481858
11/09/20 13:07
11/09/20 13:07
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,725
Chicago
Zorro does not support negative prices.

See also:
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=480070


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