[Quickfix-developers] =?windows-1251?Q?Incorrect_handling_of_Prices_=3C_1=80=3F?=

[Vitor C. <vc...@hi...>]

Hello to all,
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Has anyone encountered prolems with execution reports where the
counterparty sent prices < 1=88, formated like 000.60? In my case I'm
using QF 1.6.0 and FIX 4.1 specs, and the engine handles the leading 0's
well when the price is above 1=88, but when I'm sent a LastPx=3D000.60 =
QF
rejects the message saying 'Incorrect Tag format'. I've searched the FIX
specifications for version 4.1 and nothing is said about leading 0's,
but in the latest FIX specs leading 0's are OK to use.
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Any comments?
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Vitor Castro | DIS
<mailto:vc...@hi...>

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