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JPY futures quote adjustment problems (float math)



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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