Manipulating prices as values of
double type may lead to calculation mistakes caused by the way real numbers are presented in
double values as well as due to the type capacity limits.
Assume the following initialization of a variable of the
double type is executed:
In spite of exact constant definition, the real value, hold by a defined variable, looks like
100.099999999999998, but not
This is because each double value is expressed as
X * 2 ^ Y, where
X is mantissa and
Y is 2-basis exponent.
As a result, each time the price field is accessed, conversion mistakes might happen.
Since recently, CME uses a real number with a fixed decimal exponent. Therefore, the SDK exposes the OnixS::CME::Streamlined::MDH::FixPointDecimal class for a better experience with original data, transmitted by CME, and to avoid issues described above.
In contrast to a
double type, available as a native C++ data type, the OnixS::CME::Streamlined::MDH::FixedPointDecimal class presents real numbers with the constant 10-basis exponent. Therefore, each number looks like
X * 10 ^ Y, where
X is a mantissa and
Y is an exponent.