Hi fellow developers,
We have build a RFA application and sometimes it generates prices for fields like BID or TRDPRC_1 with additional unexpected digits for equity instruments, for example 20.299999 or 20.290001 while the tic size is fixed at 0.005 by the exchange so we should never expect these additional digits that look like roundings somewhere in the RFA application. We are only not aware of any rounding being done in the coding itself.
Other test apps like example or Eikon does not show these additional digits, so the data coming from exchange / Thomson Reuters does definitely not contain these additions.
Does anyone have an idea in which part of the RFA decoding this could occur?
Or has anyone else seen this before and know what can be done to correct this?