Re: [Quickfix-developers] Incoming bad price fields

[Oren M. <or...@qu...>]

John and Patrick,

You can have the field treated like a string by opening up your data=20
dictionary file and changing the type of those fields to STRING.  This=20=

will circumvent any validation but you will then need to do the=20
conversion from a string to a double yourself.

Really, though, QuickFIX should be able to handle this value.  The fact=20=

that it cannot is actually a bug.  I wrote a unit test and verified=20
that QuickFIX will not correctly validate a double if it has extra=20
trailing zeros.  A weird thing to do, but doesn't break the definition=20=

of a valid floating point in FIX.  I'll work on a fix for this and post=20=

it to the mailing list.  In the meantime the STRING trick should work=20
for you.

--oren

On Apr 26, 2004, at 8:31 AM, John Debay wrote:

> Hi,
>
> I am receiving a double as a string value from a server application=20
> 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=20
> 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=20
> through
> the QuickFix code to find out where the rejection takes place, but in=20=

> the
> interim I was wondering if there is a way to get around this problem=20=

> without
> changing the code. Is there something I can set in my message=20
> definition
> file or something like that to get it to either accept a funky double=20=

> 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=20=

> 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=20
> LastPx
> and AvgPx value of 250.300000000000010, which QuickFix is rejecting.
>
> I'm using QuickFix 4.2.
>
> Thanks,
> John
>
> -----------------------------------------------------------
> This email message is intended only for the addressee(s)
> and contains information that may be confidential and/or
> copyright.  If you are not the intended recipient please
> notify the sender by reply email and immediately delete
> this email. Use, disclosure or reproduction of this email
> by anyone other than the intended recipient(s) is strictly
> prohibited. No representation is made that this email or
> any attachments are free of viruses. Virus scanning is
> recommended and is the responsibility of the recipient.
>
> Thank you.
> -----------------------------------------------------------
>
> For more information on CTC, LLC please visit
> our website at:
>
>            http://www.chicagotrading.com.
>
>
>
> -------------------------------------------------------
> This SF.net email is sponsored by: The Robotic Monkeys at ThinkGeek
> For a limited time only, get FREE Ground shipping on all orders of $35
> or more. Hurry up and shop folks, this offer expires April 30th!
> http://www.thinkgeek.com/freeshipping/?cpg=12297
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>