Strings

String values will either be the size of the fixed length field or NULL (\0) terminated, if shorter.

Reading

• If the string is smaller than the field length then it will end with NULL.
• If the string is the same length as the field length then there is no terminator.

Writing

• If the string is smaller than the field length, it needs to be terminated with at least one NULL. it is not necessary to ensure that the remainder of the field is all NULL values (although this will work).
• If the string is the same length as the field length then no terminator is used.

Timestamps

Whisperer's SBE timestamp datatypes (UTCTimestamp and ValidUntilTime) are both of nanosecond precision., but the actual values sent/received to the venue will depend on the precision that the venue supports.

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The maximum mantissa value is  2^{^63} - 1 = 9,223,372,036,854,775,807

This is because a 64-bit signed integer uses one bit for the sign (positive or negative) and the remaining 63 bits for the value.

When decimal arithmetic is performed, the new mantissa value is first calculated, and then scaled according to the combined exponents. Inappropriately set precisions may cause problems, especially when multiplications are performed (as is the case when ExecutionReport LegCalculatedCcyQty and LegAllocCalculatedCcyQty values are calculated). For example:

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