Imported from previous forum
Dear All,
I had come across one problem with the 270 tag value. We are using FIX4.2 protocol in our Muscat Securities Exchange. Now a days, their Banking Index went up 10000. And, we are using this index value from message type U00B1 - Real-Time Data for Index (MSM specific message). The index value is set in tag,270. Upto 10,000 index data where correct. After, index crossed 10000, the value set to 270 is one decimal place shifted to left. For eg., if index value is: 10214.56 then the value set to 270 field is like : 1021.45.
Is this the problem with the Exchange or any other problem related to FIX engine. If anyone can provide more clarrification to this matter, are welcomed.
regards,
Rajesh KR
Tag 270 field MDEntryPx defined as “Price of the Market Data Entry” is of Data type Price. Price is of type float. Definition of float at http://fixprotocol.org/FIXimate3.0/en/FIX.4.2/fix_datatypes.html says “All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties.” Based on this you should bring this error to the attention of your counterparty (entity sending you the FIX message) their value is incorrect.
Dear All, I had come across one problem with the 270 tag value. We are
using FIX4.2 protocol in our Muscat Securities Exchange. Now a days,
their Banking Index went up 10000. And, we are using this index value
from message type U00B1 - Real-Time Data for Index (MSM specific
message). The index value is set in tag,270. Upto 10,000 index data
where correct. After, index crossed 10000, the value set to 270 is one
decimal place shifted to left. For eg., if index value is: 10214.56 then
the value set to 270 field is like : 1021.45.Is this the problem with the Exchange or any other problem related to
FIX engine. If anyone can provide more clarrification to this matter,
are welcomed.regards, Rajesh KR