[QFJ-612] BigDecimal for stock prices Created: 21/Jun/11 Updated: 15/Nov/12 Resolved: 21/Jun/11 |
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Status: | Closed |
Project: | QuickFIX/J |
Component/s: | Message Generation |
Affects Version/s: | Future Releases |
Fix Version/s: | 1.2.0 |
Type: | New Feature | Priority: | Major |
Reporter: | Chintan Shah | Assignee: | Unassigned |
Resolution: | Fixed | Votes: | 0 |
Labels: | QuickfixJ |
Issue Links: |
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Description |
Hi Folks, I am trying to use quickfixj for our needs. At this point I am not worried about the performance and want to be able to send orders with precise stock prices using quickfixj 1.5 I see the type NewOrderSingle takes a Price object which takes a double value. So I am getting the market data from our provider and convert those floating point values to BigDecimal. Should I just keep them in double and send orders with double values? What is the chance of raising my bid by a cent due to lack of precision in that case? What is the quickest possible way to achive my objective? Thanks a lot, |
Comments |
Comment by Jörg Thönnes [ 21/Jun/11 ] |
This is definitely not a blocker. But you are correct – if you want to do serious processing of financial data, BigDecimal values are much better. See http://www.quickfixj.org/quickfixj/usermanual/1.5.0/usage/codegen.html |
Comment by Jörg Thönnes [ 21/Jun/11 ] |
This issue was already solved in QF/F 1.2. |
Comment by Jörg Thönnes [ 21/Jun/11 ] |
Please re-open if anything is missing. |
Comment by Toli Kuznets [ 21/Jun/11 ] |
There's an example of how to use the flags to switch on BigDecimal at http://quickfixj.org/quickfixj/usermanual/1.5.0/installation.html#build |
Comment by Jörg Thönnes [ 21/Jun/11 ] |
Thanks, Toli. Did not find this in the first browse. |