{{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
Wed Apr 8 05:54:30 PDT 2015


I do have those, yes.
I see these with 80=0.0003
(for one example)

When I search for any %80=0.000% I have seen 5 of these over time, and 
they have all been rejected with the text mentioned.


On 4/7/15 5:06 PM, Grant Birchmeier wrote:
> 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 
> <mailto: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*
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