QuickFIX time precisions

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

QuickFIX time precisions

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

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

I would appreciate if anyone who is working to make the required changes will please contact me.

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


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

Quickfixj-users mailing list
[hidden email]