{{Quickfixn}} I am getting an a reject (39=8) with the text saying "Allocation Qty has non-numeric data.

Mark Cooke mc.developer at verizon.net
Tue Apr 7 12:38:56 PDT 2015


This is happening when I have an Allocation Quantity with a small value 
(examples are 80=0.0003 or 80=0.0004)
The feedback we are getting from the customer is that they believe this 
value is showing up in scientific notation (they are showing us a screen 
shot of XML representing the FIX message and they see ... 
<AllocQty>3.0E-4</AllocQty>...

(this is a new order for a mutual fund)

I assume that display is some sort of red-herring.

I am using FIX 4.4 (with QuickFix/N) for this.

I notice the description of the type "Qty" is that it is a float field.
And I notice that the description of float suggests that the number of 
decimal places used should be factor of business/market needs and mutual 
agreement between counterparties.

Is this a common issue?



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