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.
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.