[Quickfix-developers] Incoming bad price fields

[John D. <joh...@ch...>]

Hi,

I am receiving a double as a string value from a server application over
which I have no control. They are not handling floating point numbers
correctly (they are using native doubles), so I am getting values with
rounding errors in them within the message. When this value is then =
received
by QuickFix, it rejects the message because it can't parse the field
correctly (the message is an execution report). I am still wading =
through
the QuickFix code to find out where the rejection takes place, but in =
the
interim I was wondering if there is a way to get around this problem =
without
changing the code. Is there something I can set in my message definition
file or something like that to get it to either accept a funky double =
value,
or to treat the double as a string and let me parse it? Is there a hook
somewhere (like fromApp with a non-const Message) where I can fix the =
value
on the way in before QuickFix tries to build a typed message for it?

For example, I am receiving a message of type 8, and am receiving a =
LastPx
and AvgPx value of 250.300000000000010, which QuickFix is rejecting.

I'm using QuickFix 4.2.

Thanks,
John

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