Legacy SFC vs EMA SDK treatment of 0 prices (+0/-0 vs Data::BlankEnum)
Hello LSEG Experts,
we have migrated from using the deprecated SFC C++ API to the new EMA SDK and we have noticed that there was a logic in place to handle the reception of signed 0 prices, according to this convention that is also mentioned in this thread:
[The positive zero (+0) represents a blank while the negative zero (-0) represents a numeric zero.](https://community.developers.refinitiv.com/discussion/comment/97247?utm_source=community-share#Comment_97247)
The question we have is actually around the treatment of the data, which in SFC is encoded in strings, while in the EMA world, the format is binary and proprietary.
[The key difference between SFC and RFA (OMM) and EMA is that SFC returns string-based data - so even numeric fields such as BID and ASK are returned in string format.](https://community.developers.refinitiv.com/discussion/comment/94611?utm_source=community-share#Comment_94611).
So, how is this edge case to be handled in the EMA world?
Is it correct to phrase it like this in code (C++ would fit better than describing it in plain English):
void AppClient::decode( const FieldList& fl )
{
while (fl.forth()) {
cout << "Fid: " << fl.getEntry().getFieldId() << " Name: " << fl.getEntry().getName() << " value: " << fl.getEntry().getLoad().toString() << endl;
if (fl.getEntry().getLoad().getDataType() == DataType::RealEnum) {
if (fl.getEntry().getCode() == Data::BlankEnum) {
cout << "+0 received" << endl;
} else if (fl.getEntry().getReal().getMantissa() == 0){ cout <<"-0 received" << endl;
} else { cout << "non-zero value: " << fl.getEntry().getReal().getAsDouble() << endl;
}
}
(previous snippet adapted from here: https://community.developers.refinitiv.com/discussion/comment/121983?utm_source=community-share#Comment_121983)
Best Answer
-
Correct. +0 is blank.
1
Answers
-
Thank you for reaching out to us.
Instead of using the fl.getEntry().getReal().getMantissa() method to check 0, you can use the fl.getEntry().getReal().getAsDouble() method.
If the value is 0, the fl.getEntry().getReal().getAsDouble() method will return 0.
0 -
Thank you for your answer, @Jirapongse . Besides this, is the assumption around the code being blank correct as it being a situation equivalent to the old SFC string price being a
+0
?
if (fl.getEntry().getCode() == Data::BlankEnum) {
cout << "+0 received" << endl;
}0
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