No GP but familiar with these protocols. They use fixed point extensively; I can't even thing of an exchange protocol which would use floating point since the rounding issues would cause unnecessary and expensive problems.

This is typical (from NASDAQ http://www.nasdaqtrader.com/content/technicalsupport/specifi... ):

Prices are integer fields. When converted to a decimal format, prices are in fixed point format with 6 whole number places followed by 4 decimal digits. The maximum price in OUCH 4.2 is $199,999.9900 (decimal, 7735939C hex). When entering market orders for a cross, use the special price of $214,748.3647 (decimal, 7FFFFFFF hex).