RE: [Quickfix-developers] Possible Rounding Errors

[James C. D. <jc...@co...>]

The FIX spec states that the float data type should have 15 significant
digits 
250.300000000000010 has 18
 
I just did a quick test using this price and QF will reject it.
 
Jim
 
James C. Downs
Connamara Systems, LLC
53 W. Jackson Blvd
Suite 1627
Chicago, IL 60604
312 - 282 - 7746
www.connamara.com
 

  _____  

From: qui...@li...
[mailto:qui...@li...] On Behalf Of Oren
Miller
Sent: Tuesday, April 27, 2004 2:29 PM
To: Patrick Flannery
Cc: qui...@li...
Subject: Re: [Quickfix-developers] Possible Rounding Errors


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.

--oren

On Apr 26, 2004, at 8:23 AM, Patrick Flannery wrote:



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

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

 

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