Re: [Quickfix-developers] Possible Rounding Errors
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From: Oren M. <or...@qu...> - 2004-04-27 19:28:47
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Looking at this more closely, we have several tests that have trailing=20= zeros, and this works fine. It looks like there are just too many=20 significant digits. Are they running on a 64 bit architecture? I=20 think the only thing you can do right now is to change the type to a=20 STRING in the data dictionary. The alternative is to comment out the=20 validation code for doubles. --oren On Apr 26, 2004, at 8:23 AM, Patrick Flannery wrote: > Oren, > > I am using quick Fix 4.2 version 1.7.=A0 We are receiving execution=20 > reports with AvgPrice and Last Price values to the effect of > > 250.300000000000010.=A0 QucikFix generates a reject message referring=20= > to the AvgPrice field of the execution report.=A0 Would quick fix=20 > generate a reject for the aforementioned value?=A0 What can be done=20 > about it?=A0 Thank you in advance for your time.=A0 Patrick > > =A0 > > This email message is intended only for the addressee(s) and contains=20= > information that may be confidential and/or > copyright.=A0 If you are not the intended recipient please notify the=20= > sender by reply email and immediately delete > this email. Use, disclosure or reproduction of this email by anyone=20 > other than the intended recipient(s) is strictly > prohibited. No representation is made that this email or any=20 > 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=20 > http://www.chicagotrading.com. > > > =A0 |