В новом дампе на ftp fast-cur.cap обнаружился интересный пакет.
Привожу вывод QuickFAST
"c01c90a7026535183970796ee621bb82828200e5434554d3455552555344544f44544fcd92825fc0b03339b521303b812411f6fa8f828dcf8080ce8e3339b92417a1fa7fa983818080"
DecodedMessage:
MESSAGE {TID:3600
MessageType[35] = QVariant(QString, W)
BeginString[8] = QVariant(QString, FIXT.1.1)
ApplVerID[1128] = QVariant(QString, 9)
SenderCompID[49] = QVariant(QString, MOEX)
MsgSeqNum[34] = QVariant(uint, 39)
SendingTime[52] = QVariant(qulonglong, 201207070007916390)
LastMsgSeqNumProcessed[369] = QVariant(uint, 4282)
RptSeq[83] = QVariant(int, 2)
LastFragment[893] = QVariant(uint, 1)
RouteFirst[7944] = QVariant(uint, 1)
TradSesStatus[340] = QVariant(int, 100)
TradingSessionID[336] = QVariant(QString, CETS)
Symbol[55] = QVariant(QString, EURUSDTODTOM)
MDSecurityTradingStatus[1682] = QVariant(int, 17)
SEQUENCES[2]
Sequence[0] size:8
MDEntryType[269] = QVariant(QString, 0)
MDEntryID[278] = QVariant(QString, 395)
MDEntryTime[273] = QVariant(uint, 70000000)
OrigTime[9412] = QVariant(uint, 592117)
MDEntryPx[270] = QVariant(QuickFAST : Decimal, 1.5e-05)
MDEntrySize[271] = QVariant(QuickFAST : Decimal, 130)
OrderStatus[10505] = QVariant(QString, O)
TradingSessionSubID[625] = QVariant(QString, N)
Sequence[1] size:8
MDEntryType[269] = QVariant(QString, 0)
MDEntryID[278] = QVariant(QString, 399)
MDEntryTime[273] = QVariant(uint, 70000000)
OrigTime[9412] = QVariant(uint, 592800)
MDEntryPx[270] = QVariant(QuickFAST : Decimal, -8.7e-05)
MDEntrySize[271] = QVariant(QuickFAST : Decimal, 100)
OrderStatus[10505] = QVariant(QString, O)
TradingSessionSubID[625] = QVariant(QString, N)
}
Непонятна вот та троа
MDEntryPx[270] = QVariant(QuickFAST : Decimal, -8.7e-05)
Что отрицательная цена или где то баг?