QuickFIX/J time precisions

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QuickFIX/J time precisions

Yuval Cohen
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



FYI:

 

FIX Standards have recently proposed changes, that require some code change in QuickFix/J.

 

Specifically, FIX introduced a change to the time precision to support microseconds and higher resolution timestamp.

 

A gap analysis made by FIX can be found by following the links in: http://www.fixtradingcommunity.org/pg/discussions/topicpost/2893609/

 

Please fill free to contact me directly if you need any clarifications about the new standards.

 

Kind Regards

Yuval Cohen

 

Etrading Software Ltd
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London EC2V 5DE

 

Tel: 020 3770 5808

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http://www.etradingsoftware.com

 

 

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Re: QuickFIX/J time precisions

Robert Engels-2
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



I read through the proposal. I think you should drop the variability in the 'sub seconds' format.

It should be one of 0,3,6,9,12.

It will make the processing simpler, and easier to support legacy formats. handling 5 digits for example is burdensome, so just prohibit it, as it provides no benefit anyway.

Additionally, since in almost all cases no one is going to be able to provide reliable micro-second sync'd time, the sub millisecond portion is only a relative (or round-trip) indicator - this allows a simple 3 to 6 conversion by adding 3 zeros.

JMO.

Robert Engels
OptionsCity Software Inc.












On Mon, Dec 14, 2015 at 6:15 AM, Yuval Cohen <[hidden email]> wrote:
QuickFIX/J Documentation: <a href="http://www.quickfixj.org/documentation/ QuickFIX/J" rel="noreferrer" target="_blank">http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



FYI:

 

FIX Standards have recently proposed changes, that require some code change in QuickFix/J.

 

Specifically, FIX introduced a change to the time precision to support microseconds and higher resolution timestamp.

 

A gap analysis made by FIX can be found by following the links in: http://www.fixtradingcommunity.org/pg/discussions/topicpost/2893609/

 

Please fill free to contact me directly if you need any clarifications about the new standards.

 

Kind Regards

Yuval Cohen

 

Etrading Software Ltd
City Tower

40 Basinghall street

London EC2V 5DE

 

Tel: 020 3770 5808

Mobile: 07889 176368

SkypeMe: yuval_cohen.laptop   Description: Description: Description: Description: Description: Description: Description: Description: Description: Skype Me™!

 

 

http://www.etradingsoftware.com

 

 

This mail (including any attachments) is subject to copyright, and the information in it is confidential. Use of this e-mail or of any information in it other than by the addressee is unauthorised and unlawful. Whilst reasonable efforts are made to ensure that any attachments are virus-free, it is the recipient's sole responsibility to scan all attachments for viruses. All calls and e-mails to and from this company may be monitored and recorded for legitimate purposes relating to the company's business. Any opinions expressed in this e-mail (or in any attachments) are those of the author and do not necessarily represent the opinions of Etrading Software Ltd

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Robert Engels

 

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Chicago, IL 60606

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