TimeStamp Perference to handle micro seconds

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TimeStamp Perference to handle micro seconds

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



Hi Team,

we are using quickfixj-1.4.0 in our application, now if we want to handle micro seconds(As a part of MIFID II changes) do we need to upgrade new higher version of quickfix i.e 1.7.0 or is there any chance that even quickfixj-1.4.0 itself will support this feature? 
can you share your thoughts on this ? As we are using 1.4.0 so what all possibilities we have to handle microseconds in oujr application?

 

Regards,

Lakshmi Prasad Boppana

Developer

IST Oil Front Office
Information Technology and Services (IT&S)
Mobile : +65 94836057

EDE/EDP Support: [hidden email]

 


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Re: TimeStamp Perference to handle micro seconds

QuickFIX/J mailing list
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



Why are you always double posting??

On 22/06/17 06:18, Boppana, Lakshmi Prasad (INFOSYS) wrote:
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi Team,

we are using quickfixj-1.4.0 in our application, now if we want to handle micro seconds(As a part of MIFID II changes) do we need to upgrade new higher version of quickfix i.e 1.7.0 or is there any chance that even quickfixj-1.4.0 itself will support this feature? 
can you share your thoughts on this ? As we are using 1.4.0 so what all possibilities we have to handle microseconds in oujr application?

 

Regards,

Lakshmi Prasad Boppana

Developer

IST Oil Front Office
Information Technology and Services (IT&S)
Mobile : +65 94836057

EDE/EDP Support: [hidden email]

 



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Re: TimeStamp Perference to handle micro seconds

Lakshmi
Sorry for that,going forward will make sure that i will not post duplicates
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Re: TimeStamp Perference to handle micro seconds

Øyvind Matheson Wergeland-2
In reply to this post by Lakshmi
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/



This is what Chris posted in April. Unfortunately, Jira seems to be down (I get 503 Service Unavailable), but if I remember correctly, QFJ-921 is fixed for 1.6.x. If you need this in 1.4.x you probably have to backport it yourself.

Hi, 

just as an information since some might be get hit by this next year as exchanges or brokers might 
start sending timestamps with beyond millisecond precision (e.g. MiFID II). I know that QFJ is not 
the tool for HFT ;) but without the changes below you wouldn't be able to receive messages with 
timestamps beyond millisecond precision. I think most exchanges will switch to at least microsecond 
precision. 

There are two JIRA issues for this 
http://www.quickfixj.org/jira/browse/QFJ-921
http://www.quickfixj.org/jira/browse/QFJ-873

The first has already been implemented (but not merged yet) and patches QFJ to accept UtcTimeStamps 
(or UtcTimeOnly) with up to picosecond precision. Internally, everything is still milliseconds, 
though. This is intended for users which simply want to be able to connect to counterparties that 
send out higher precision timestamps. Without the patch, QFJ would reject the messages. 

The latter issue will be implemented in due course and will enable QFJ to also send out and process 
timestamps with up to nanoseconds precision. This will be implemented for QFJ 1.7.0 only since the 
nanosecond support is easier to implement on JDK8. 

Cheers, 
Chris. 

Best regards

Øyvind Matheson Wergeland
CTO


Mobile: (+47) 95 16 16 88
E-mail: [hidden email]

Oslo Market Solutions
PO Box 4, 0051 Oslo, Norway
Telephone: (+47) 40 00 23 13
www.oms.no

Den 22.06.2017 06.18, skrev Boppana, Lakshmi Prasad (INFOSYS):
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/




Hi Team,

we are using quickfixj-1.4.0 in our application, now if we want to handle micro seconds(As a part of MIFID II changes) do we need to upgrade new higher version of quickfix i.e 1.7.0 or is there any chance that even quickfixj-1.4.0 itself will support this feature? 
can you share your thoughts on this ? As we are using 1.4.0 so what all possibilities we have to handle microseconds in oujr application?

 

Regards,

Lakshmi Prasad Boppana

Developer

IST Oil Front Office
Information Technology and Services (IT&S)
Mobile : +65 94836057

EDE/EDP Support: [hidden email]

 



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Re: TimeStamp Perference to handle micro seconds

lamhoan
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This post was updated on .
In reply to this post by Lakshmi
Hi there,

I tried using 1.6.2 but looks like this version does not accept timestamps beyond milisecond precision. From the other post, the person mentioned that 1.6.4-SNAPSHOT has the fix for that but I am not able to find it anywhere.. I am using gradle to pull dependencies, which repository should I be looking at to get 1.6.4-SNAPSHOT version?

Also, why is the quickfixj website constantly down?
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Re: TimeStamp Perference to handle micro seconds

QuickFIX/J mailing list
In reply to this post by Øyvind Matheson Wergeland-2
QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
QuickFIX/J Support: http://www.quickfixj.org/support/


Hi Øyvind, you are right with regard to QFJ-921.

@Lakshmi: why are you using a QFJ version which is eight years old?
You could either use 1.6.4 if you only wanted to make sure that QFJ can cope with microsecond
timestamps (i.e. does not reject the messages due to wrong format).
If you wanted to fully send/process/receive microsecond timestamps then you need to use 1.7.0.

Of course, you could also use 1.6.4 and treat the timestamp fields as String and convert them by
yourself but you should know what you are doing. Moreover, this does only work for fields on the
message body. If a counterparty required to send microseconds e.g. in SendingTime field then 1.6.4
could not do that.

Hope that helps,
Chris.


On 22/06/17 11:04, Øyvind Matheson Wergeland wrote:

> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
>
>
>
>
> This is what Chris posted in April. Unfortunately, Jira seems to be down (I get 503 Service
> Unavailable), but if I remember correctly, QFJ-921 is fixed for 1.6.x. If you need this in 1.4.x
> you probably have to backport it yourself.
>
>> Hi,
>>
>> just as an information since some might be get hit by this next year as exchanges or brokers might
>> start sending timestamps with beyond millisecond precision (e.g.MiFIDII). I know that QFJ is not
>> the tool for HFT ;) but without the changes below you wouldn't be able to receive messages with
>> timestamps beyond millisecond precision. I think most exchanges will switch to at least microsecond
>> precision.
>>
>> There are two JIRA issues for this
>> http://www.quickfixj.org/jira/browse/QFJ-921
>> http://www.quickfixj.org/jira/browse/QFJ-873
>>
>> The first has already been implemented (but not merged yet) and patches QFJ to accept UtcTimeStamps
>> (or UtcTimeOnly) with up to picosecond precision. Internally, everything is still milliseconds,
>> though. This is intended for users which simply want to be able to connect to counterparties that
>> send out higher precision timestamps. Without the patch, QFJ would reject the messages.
>>
>> The latter issue will be implemented in due course and will enable QFJ to also send out and process
>> timestamps with up to nanoseconds precision. This will be implemented for QFJ 1.7.0 only since the
>> nanosecond support is easier to implement on JDK8.
>>
>> Cheers,
>> Chris.
>
> Best regards
>
> *Øyvind Matheson Wergeland*
> CTO
>
> Mobile: (+47) 95 16 16 88
> E-mail: [hidden email]
>
> *Oslo Market Solutions*
> PO Box 4, 0051 Oslo, Norway
> Telephone: (+47) 40 00 23 13
> www.oms.no
> Den 22.06.2017 06.18, skrev Boppana, Lakshmi Prasad (INFOSYS):
>> QuickFIX/J Documentation:http://www.quickfixj.org/documentation/
>> QuickFIX/J Support:http://www.quickfixj.org/support/
>>
>>
>>
>>
>> Hi Team,
>>
>> we are using quickfixj-1.4.0 in our application, now if we want to handle micro seconds(As a part
>> of MIFID II changes) do we need to upgrade new higher version of quickfix i.e 1.7.0 or is there
>> any chance that even quickfixj-1.4.0 itself will support this feature?
>> can you share your thoughts on this ? As we are using 1.4.0 so what all possibilities we have to
>> handle microseconds in oujr application?
>>
>> *Regards,*
>>
>> *Lakshmi Prasad Boppana*
>>
>> Developer
>>
>> IST Oil Front Office
>> Information Technology and Services (IT&S)
>> Mobile : +65 94836057
>>
>> EDE/EDP Support: [hidden email]
>> <mailto:[hidden email]>
>>
>>
>>
>> ------------------------------------------------------------------------------
>> Check out the vibrant tech community on one of the world's most
>> engaging tech sites, Slashdot.org!http://sdm.link/slashdot
>>
>>
>> _______________________________________________
>> Quickfixj-users mailing list
>> [hidden email]
>> https://lists.sourceforge.net/lists/listinfo/quickfixj-users
>
>
>
> ------------------------------------------------------------------------------
> Check out the vibrant tech community on one of the world's most
> engaging tech sites, Slashdot.org! http://sdm.link/slashdot
>
>
> _______________________________________________
> Quickfixj-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quickfixj-users

--
Christoph John
Development & Support
Direct: +49 241 557080-28
Mailto:[hidden email]
       


http://www.macd.com <http://www.macd.com/>
----------------------------------------------------------------------------------------------------
       
----------------------------------------------------------------------------------------------------
MACD GmbH
Oppenhoffallee 103
D-52066 Aachen
Tel: +49 241 557080-0 | Fax: +49 241 557080-10
         Amtsgericht Aachen: HRB 8151
Ust.-Id: DE 813021663

Geschäftsführer: George Macdonald
----------------------------------------------------------------------------------------------------
       
----------------------------------------------------------------------------------------------------

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