Numerical representation
Prices and amounts are wrapped in the MFFloat class, which holds a fixed precision integer of 9 decimal places, The MFFloat class provides functions to check for special values, which are represented as large negative constants.
| Value | Abbreviation | Description |
|---|---|---|
| -9223372036854775805 | NA | NOT_APPLICABLE |
| -9223372036854775807 | NMA | NO_MARKET_ACTIVITY |
| -9223372036854775806 | NDA | NO_DATA_AVAILABLE |
The negative amount -9223372036854775805 in the example below maps to NA in MFFloat. In the case below the LAST_TRADE does not have an amount (unreported by the venue).
<MktDataMessage (mvd=(fmID=(marketID=1 feedID=262) timeExchange=1504678004405295653 timeArrival=1504678004405292723 timeHandler=1504678004405295605 timeEnhanced=0 timeApiServer=0 timeApiClient=0 isSnapshot=F mdEntryList=[(price=108770000000 amount=-9223372036854775805 minAmount=0 updateAction=NEW element=LAST_TRADE side=BID source=1 numberOfOrders=-1 components="")]) fmIDsInBatch=[(marketID=1 feedID=262) (marketID=38 feedID=262)] batchID=6359037 streamID=0)>
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