Re: [Quickfix-developers] Possible Rounding Errors

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

They may be using long doubles then.  They can contain 19 significant=20
digits.  But yeah, it looks like it violates the spec.  The question is=20=

what to do when this happens.  Should we reject or allow it, or set it=20=

in the configuration file.

On Apr 27, 2004, at 3:09 PM, James C. Downs wrote:

> The FIX spec states that the float data type should have 15=20
> significant digits
>  250.300000000000010 has 18
> =A0
> I just did a quick test using this price and QF will reject it.
> =A0
> Jim
> =A0
> James C. Downs
> Connamara Systems, LLC
> 53 W. Jackson Blvd
> Suite 1627
> Chicago, IL 60604
> 312 - 282 - 7746
> www.connamara.com
> =A0
>
>
> From: qui...@li...=20
> [mailto:qui...@li...] On Behalf Of=20=

> 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=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 think=20=

> the only thing you can do right now is to change the type to a STRING=20=

> 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 =
to=20
> the AvgPrice field of the execution report.=A0 Would quick fix =
generate=20
> a reject for the aforementioned value?=A0 What can be done about it?=A0=20=

> Thank you in advance for your time.=A0 Patrick
>
> =A0
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> =A0