[This message was posted by Sumit Kumar of Indus Valley Partners India Ltd. 
<[email protected]> to the "General Q/A" discussion forum at 
http://fixprotocol.org/discuss/22. You can reply to it on-line at 
http://fixprotocol.org/discuss/read/79b0b92c - PLEASE DO NOT REPLY BY MAIL.]

Hi Amrit,

A typical FIX engine is not supposed to perform any business logic. Apart from 
the session management it just propagates application messages 
upstream/downstream to OMS/EMS.

Rounding off Last price/Average price or any such task can be performed in your 
OMS.

Thanks

Sumit


> I want to round off the Last Price and Avg price when it is sent back to
> the client in Execution Report, any suggestions to getting this done by
> a FIX rule?
> 
> Need to round it off to 4 decimal places.


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