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vincent.yip avatar image
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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.

elektron-sdktreprfarfa-api
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Jirapongse avatar image
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Refer to RFA reference manual, OMMNumeric supports a precision up to 14 decimal places for REAL.

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