[Quickfix-developers] Possible Rounding Errors
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From: Patrick F. <pat...@ch...> - 2004-04-26 13:24:09
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Oren, I am using quick Fix 4.2 version 1.7. We are receiving execution = reports with AvgPrice and Last Price values to the effect of=20 250.300000000000010. QucikFix generates a reject message referring to = the AvgPrice field of the execution report. Would quick fix generate a = reject for the aforementioned value? What can be done about it? Thank you in advance for your time. Patrick=20 =20 -----------------------------------------------------------=20 This email message is intended only for the addressee(s)=20 and contains information that may be confidential and/or=20 copyright. If you are not the intended recipient please=20 notify the sender by reply email and immediately delete=20 this email. Use, disclosure or reproduction of this email=20 by anyone other than the intended recipient(s) is strictly=20 prohibited. No representation is made that this email or=20 any attachments are free of viruses. Virus scanning is=20 recommended and is the responsibility of the recipient. Thank you. -----------------------------------------------------------=20 For more information on CTC, LLC please visit our website at:=20 http://www.chicagotrading.com. |