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Decimal vs floating point data type for sizes

Open lbilli opened this issue 4 years ago • 0 comments

As of API v163, official IB implementations (except C++, see InteractiveBrokers/tws-api#1061) started reporting market data sizes and volumes as decimals instead of integers.

Here numeric (i.e. standard 64-bit floating point) are used instead, which limits the precision to ~16 decimal digits.

lbilli avatar Sep 22 '21 12:09 lbilli