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Date/Time: Tue, 22 Apr 2025 16:53:20 +0000
why is PositionUpdate.Quantity a double
View Count: 2867
| [2016-02-19 17:35:29] |
| onnb - Posts: 663 |
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http://dtcprotocol.org/index.php?page=doc/doc_DTCMessages_TradingRelatedMessages.php#Messages-POSITION_UPDATE In that link, the quantity field is a double - is there a reason that its not an int? |
| [2016-02-19 18:05:24] |
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In the FIX protocol, quantities are doubles. Some Forex markets and Bitcoin markets do use fractional values. If the Position Quantity is an integer with the trading service being used, then the double is simply going to contain an integer and it does not cause any problem. Date Time Of Last Edit: 2016-02-19 20:10:51
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| [2016-02-19 20:04:56] |
| onnb - Posts: 663 |
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Ok, does that impact the tick currency value in any way? In the cases that there is a fractional position size, can I still do: CurrencyValyePerIncrement x # of ticks x Quantity |
| [2016-02-19 20:11:53] |
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This formula still looks correct and we do not see this would be a problem. Also in the case of Sierra Chart you will never get a fractional Position Quantity. Sierra Chart will always use integers. Date Time Of Last Edit: 2016-02-19 20:12:27
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| [2016-02-19 20:42:15] |
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From FIX protocol documentation for the Quantity (Qty) data type: Qty float
float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). Date Time Of Last Edit: 2016-02-19 20:42:44
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