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Comment: Published by Scroll Versions from this space and version 1.2.0

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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 exactly.

Note
titleFractional Trailing Zeros

A feature of FIX protocol interfaces (vs binary APIs) is that they involve an integer to string conversion when constructing the message. The way this is performed varies not only across venues, but also across individual fields or message types.

The net result is that trailing zeros for a fractional component may not always be published, so that a price could move between "1.1999" and "1.2", vs the "1.2000") that would be most consistent.


Info
titleNegative values

Note that DecimalQtyNULL and PriceNULL may both be used to represent negative values:

  • Negative quantities are used in pre-trade allocations to denote the opposite allocation direction vs the net direction for the leg as a whole.
  • Negative prices are used to represent negative Forward Points, where appropriate.

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