@@ -31,7 +31,7 @@ cdef void trade_default_listener(int event_type,
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events[i] = TradeTuple(symbol = unicode_from_dxf_const_string_t(symbol_name),
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sequence = trades[i].sequence,
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price = trades[i].price,
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- exchange_code = unicode_from_dxf_const_string_t(& trades[i].exchange_code),
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+ exchange_code = unicode_from_dxf_const_string_t(& trades[i].exchange_code, size = 1 ),
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size = trades[i].size,
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tick = trades[i].tick,
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change = trades[i].change,
@@ -66,11 +66,13 @@ cdef void quote_default_listener(int event_type,
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time = quotes[i].time,
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time_nanos = quotes[i].time_nanos,
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bid_time = quotes[i].bid_time,
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- bid_exchange_code = unicode_from_dxf_const_string_t(& quotes[i].bid_exchange_code),
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+ bid_exchange_code = unicode_from_dxf_const_string_t(& quotes[i].bid_exchange_code,
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+ size = 1 ),
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bid_price = quotes[i].bid_price,
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bid_size = quotes[i].bid_size,
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ask_time = quotes[i].ask_time,
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- ask_exchange_code = unicode_from_dxf_const_string_t(& quotes[i].ask_exchange_code),
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+ ask_exchange_code = unicode_from_dxf_const_string_t(& quotes[i].ask_exchange_code,
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+ size = 1 ),
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ask_price = quotes[i].ask_price,
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ask_size = quotes[i].ask_size,
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scope = < int > quotes[i].scope)
@@ -102,7 +104,7 @@ cdef void summary_default_listener(int event_type, dxf_const_string_t symbol_nam
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prev_day_volume = summary[i].prev_day_volume,
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open_interest = summary[i].open_interest,
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raw_flags = summary[i].raw_flags,
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- exchange_code = unicode_from_dxf_const_string_t(& summary[i].exchange_code),
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+ exchange_code = unicode_from_dxf_const_string_t(& summary[i].exchange_code, size = 1 ),
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day_close_price_type = summary[i].day_close_price_type,
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prev_day_close_price_type = summary[i].prev_day_close_price_type,
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scope = summary[i].scope)
@@ -166,7 +168,7 @@ cdef void time_and_sale_default_listener(int event_type,
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event_flags = tns[i].event_flags,
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index = tns[i].index,
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time = tns[i].time,
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- exchange_code = unicode_from_dxf_const_string_t(& tns[i].exchange_code),
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+ exchange_code = unicode_from_dxf_const_string_t(& tns[i].exchange_code, size = 1 ),
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price = tns[i].price,
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size = tns[i].size,
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bid_price = tns[i].bid_price,
@@ -243,8 +245,8 @@ cdef void order_default_listener(int event_type,
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count = order[i].count,
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scope = order[i].scope,
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side = order[i].side,
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- exchange_code = unicode_from_dxf_const_string_t(& order[i].exchange_code),
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- source = unicode_from_dxf_const_string_t(& order[i].source[DXF_RECORD_SUFFIX_SIZE ]),
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+ exchange_code = unicode_from_dxf_const_string_t(& order[i].exchange_code, size = 1 ),
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+ source = unicode_from_dxf_const_string_t(& order[i].source[0 ]),
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market_maker = unicode_from_dxf_const_string_t(order[i].market_maker),
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spread_symbol = unicode_from_dxf_const_string_t(order[i].spread_symbol))
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py_data.cython_internal_update_method(events)
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