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

Grant Birchmeier gbirchmeier at connamara.com
Tue Apr 7 14:06:56 PDT 2015


Do you have raw FIX message logs so you can see what you're actually
sending?


On Tue, Apr 7, 2015 at 2:38 PM, Mark Cooke <mc.developer at verizon.net> wrote:

> 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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-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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