Re: [Quickfix-developers] Possible Rounding Errors

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

Here is what the FIX spec says:

float:  Sequence of digits with optional decimal point and sign=20
character (ASCII characters "", "0" - "9" and ".");  the absence of the=20=

decimal point within the string will be interpreted as  the float=20
representation of an integer value.  All float fields must accommodate=20=

up to fifteen  significant digits. The number of decimal places used=20
should be a factor of business/market  needs and mutual agreement=20
between counterparties. Note that float values may contain  leading=20
zeros (e.g. =9300023.23=94 =3D =9323.23=94) and may contain or omit =
trailing=20
zeros after the  decimal point (e.g. =9323.0=94 =3D =9323.0000=94 =3D =
=9323=94 =3D=20
"23.").

On Apr 27, 2004, at 2:57 PM, Jody Hagins wrote:

> On Tue, 27 Apr 2004 14:28:40 -0500
> Oren Miller <or...@qu...> wrote:
>
>> Looking at this more closely, we have several tests that have =
trailing
>>
>> zeros, and this works fine.  It looks like there are just too many
>> significant digits.  Are they running on a 64 bit architecture?  I
>> think the only thing you can do right now is to change the type to a
>> STRING in the data dictionary.  The alternative is to comment out the
>> validation code for doubles.
>
> I doubt a 64 bit architecture is to blame.  More than likely, a
> printf("%.15f"), or setting a large precision in an ostream, or
> something similar.  The code to process doubles could be a *little*=20
> more
> understanding, by using the standard limits to truncate the value to=20=

> the
> number of digits that can be represented on that hardware.  In the =
case
> of a double, I'd think that would be better than rejecting the value.
> By definition, you can not throw around floating point values and=20
> expect
> to get the exact same value on different machines.
>
> That said, is there anything in the FIX spec that dictates precision =
of
> price values to something like 6 or 8 decimal places?
>
>
>
>
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