RFA library support 9 decimals?

Question

Question by vincent.yip · Sep 13, 2018 at 02:01 AM · rfa elektron cme

RFA library support 9 decimals?

We're using RFA 7.6 to get data. From developer site, there's a thread saying OMM only support divisor "1,2,4,8,16,32,64,128 and 256". Right now, if we check 1TUU8 trade price, we get "105 158/256", which is converted to decimals using OMMNumeric.toDouble(). So we would like to confirm the RFA library we're using actually support up to 9 decimal places.

CME is upgrading it's system to 9 decimals from 7 decimals, that's why we're asking this question.

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2018-09-14T04:19:33Z

REFINITIV

Best Answer

Answer by jirapongse.phuriphanvichai · Sep 14, 2018 at 04:19 AM

Refer to RFA reference manual, OMMNumeric supports a precision up to 14 decimal places for REAL.

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

RFA library support 9 decimals?

1 Reply

Watch this question

Related Questions