Zipline round prices to the 3 decimal place

Data
#1

Hello all!

After ingesting my bundle with futures data, all prices were rounded to the third decimal place.
I need 4 digits. Can’t find a solution.
I am using tick_size = 0.0001 in the metadata, but this does not affect rounding.

#2

Quick and dirty solution would be to adjust your price before ingestion?
It seems that indeed zipline truncates the data.

#3

You could also try changing the lines processed = (raw_data[list(OHLC)] * 1000).round().astype("uint32") and return price * 0.001 in class BcolzDailyBarReader and class BcolzDailyBarWriter, i.e. 10_000 and .0001, but I don’t know if there will be side effects. The largest number for uint32 is 4294967295 which should leave some room.