Fix OHLCV price scaling in DataBentoDataDownloader #4
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Databento returns OHLCV prices as fixed-point integers scaled by 10^9. The DatabentoBar class was parsing these as raw decimals, resulting in prices like 6707750000000 instead of 6707.75. - Change OHLCV fields from decimal to long (OpenRaw, HighRaw, etc.) - Apply PriceScaleFactor (1e-9) to get actual prices - Volume remains as long (not scaled) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
jaredbroad
reviewed
Jan 2, 2026
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| [Name("volume")] | ||
| public decimal Volume { get; set; } | ||
| public long Volume { get; set; } |
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Volume needs to be decimal for fractional shares
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Summary
Fix incorrect price scaling for OHLCV bars. Databento returns prices as fixed-point integers scaled by 10^9, but they were being parsed as raw decimals (resulting in prices like
6707750000000instead of6707.75).Changes
decimaltolong(OpenRaw, HighRaw, LowRaw, CloseRaw)PriceScaleFactor(1e-9) to convert to actual priceslong(not scaled)Test plan
🤖 Generated with Claude Code