[Quickfix-developers] Different session lengths on different days

[Brian E. <azz...@ya...>]

ICE has a different trading session length on Sunday than it does during the rest of the week (the trading session starts around 23:00 UTC on Sunday, but Tuesday-Friday it starts at 01:00 UTC). 

I can't think of any way to handle this in the QuickFIX INI settings in 1.12.4 - is there anything out there in the nightlies that might help?

- Brian Erst