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Date/Time: Fri, 29 Nov 2024 16:39:25 +0000

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64-bit Integer for Orders

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[2015-08-20 09:39:37] #1 [Go To First Post]
DTC Engineering - Posts: 320
For the integer order messages, the data types are being changed from 32-bit integers to 64-bit integers. This will be in DTC version 7. 64-bit market data messages will also later be added. Date Time Of Last Edit: 2015-08-20 09:40:04

[2015-08-25 17:14:03] #2 [Go To First Post]
vbmithr - Posts: 204
The field quantity should also be an int. It represent an exact quantity that would be better represented as an int rather than an imprecise double.

[2015-08-26 08:42:27] #3 [Go To First Post]
vbmithr - Posts: 204
The Position related messages should also have int64 variants. Actually, absolutely all messages that use a double to represent a price or a quantity should have a int64 variant.

[2015-08-26 19:15:16] #4 [Go To First Post]
DTC Engineering - Posts: 320
This is going to be changed in the next release.

[2015-08-30 20:47:15] #5 [Go To First Post]
vbmithr - Posts: 204
Ok. For now I'm not going to use int messages (since apparently you internally convert them to doubles in SC anyway). I will use them only when DTC will be consistent regarding int messages (i.e. all messages that use floats for non-real numbers).

[2015-09-01 01:15:56] #6 [Go To First Post]
DTC Engineering - Posts: 320
OK this is fine. We still have not yet implemented full 64-bit integer support for market data and trading.

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