[Blotter-commits] r1394 - pkg/quantstrat/demo

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2013-02-12 19:55:56 +0100 (Tue, 12 Feb 2013)
New Revision: 1394

Modified:
   pkg/quantstrat/demo/rocema.R
Log:
- fix ES definition for the demo, thanks to Joseph Dunn for noticing

Modified: pkg/quantstrat/demo/rocema.R
===================================================================
--- pkg/quantstrat/demo/rocema.R	2013-02-12 16:37:51 UTC (rev 1393)
+++ pkg/quantstrat/demo/rocema.R	2013-02-12 18:55:56 UTC (rev 1394)
@@ -62,7 +62,7 @@
 
 currency('USD')
 
-future('ES', "USD", multiplier=1000, tick_size=.25, exchange="Comex", description="SP500 Future")
+future('ES', "USD", multiplier=50, tick_size=.25, exchange="CME Globex", description="SP500 Future")
 
 #setSymbolLookup.FI('~/R.symbols/', 'ES')
 setSymbolLookup.FI('../sandbox/', 'ES')