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Decimal vs floating point data type for sizes #13

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lbilli opened this issue Sep 22, 2021 · 0 comments
Open

Decimal vs floating point data type for sizes #13

lbilli opened this issue Sep 22, 2021 · 0 comments

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@lbilli
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lbilli commented Sep 22, 2021

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 standard Float64 are used instead, which limits the precision to ~16 decimal digits.
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