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This is achieved by setting mantissa and exponent values for the relevant SBE datatypes (DecimalQtyNULL and PriceNULL) such that the original value is preserved.
| Info | ||
|---|---|---|
| ||
Note that DecimalQtyNULL and PriceNULL differ in that whilst negative quantities are supported (used in pre-trade allocations), this is not the case for prices, which must always be positive. |
Examples below:
| Value | Mantissa | Exponent |
|---|---|---|
| 1.2345 | 12345 | -4 |
| 1.23 | 123 | -2 |
| 1.2300 | 12300 | -4 |
| 123.00 | 12300 | -2 |
| 0.0001234 | 1234 | -7 |
| 1000000 | 1000000 | 0 |
| 1567234.56 | 156723456 | -2 |
| -0.01 | -1 | -2 |
| -500000 | -500000 | 0 |
| 0 | 0 | 0 |
| Warning |
|---|
These datatypes differ from the equivalents defined in The Whisperer Classic SBE3 Schema, which defines fixed scalings for each. |
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