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Holy cow. Which market data provider in their sane mind would send decimals as floats? I don't think I've ever encountered binary market data using anything but
by aldanor 6y ago
Holy cow. Which market data provider in their sane mind would send decimals as floats? I don't think I've ever encountered binary market data using anything but fixed-point decimals (so essentially, integers) for representing prices.
- nly 6y agoTrading platforms using older tech (pretty much anyone not owned by the big groups) do this all the time.