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System Price Format
The T4 system publishes market prices in two formats, Decimal and Real. The selected format controls where we place the decimal point on all prices published on the system, including chart data.
The Decimal format represents the prices exactly as published on the various exchange API's. This is the default for T4.
The Real format represents the prices as most trade screens, displays and websites would typically display them.
If you expect to see ES priced like 5954.75 instead of 595475, you most likely want Real price format.
Overview
The price format setting determines how price values are returned in API responses. You can configure this during the login process for both API and REST authentication methods.
Available Price Formats
- Real - Returns prices in real/decimal format
- Numeric value: 1 - Alternative way to specify Real format
API Implementation
Setting Price Format in API Login
When creating your login request using the API, include the PriceFormat parameter:
loginRequest = new T4Proto.V1.Auth.LoginRequest { Firm = *demoConfig.Firm, Username = *demoConfig.UserName, Password = *demoConfig.Password, AppName = *demoConfig.AppName, AppLicense = _demoConfig.AppLicense, PriceFormat = T4Proto.V1.Common.PriceFormat.Real // You can also use the value of 1, it is the same. };
Note: You can use either T4Proto.V1.Common.PriceFormat.Real or the numeric value 1 - they are equivalent.
REST Implementation
Setting Price Format in REST Login
For REST API authentication, you have two options:
Option 1: Using Bearer Token from Streaming API
If you obtain your bearer token from the streaming API, the price format is already configured and no additional setup is required.
Option 2: Using /login REST Endpoint
If you use the /login REST endpoint directly, include the priceFormat parameter in your JSON request:
{
"firm" : "CTSDev",
"userName" : "user",
"password" : "*****",
"appName" : "TradeBook",
"appLicense" : "F18CC97E-42D1-478A-8CE9-0A850B5C47A7",
"priceFormat" : "Real"
}
Important Notes
- The price format must be specified during login - it cannot be changed after authentication
- Both API and REST methods support the same price format options
- Ensure consistency between your application's expected price format and the configured setting