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JPY futures quote adjustment problems (float math)
The data comes in and gets stored fine in GS. But, during rollover, when
I apply the difference to the existing data, some of the data starts
looking funny. For example, I now have quotes like 0.009815001, which
obviously is 0.009815.
Without a doubt, this is GS's inability to handle float math properly. I
am not expecting TS to put out a fix for it, but any "workable" workarounds?
Thanks,
Abhijit

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