[Quickfix-developers] SendingTime accuracy problem

[Siqing Z. <SZ...@Pe...>]

Hi,

I have one question for one market data provider application which sends
price information to clients. 

When it sends the contracts information to the client, if there are too
many contracts, then it breaks up into a number of smaller
SecurityDefinition messages to send to the clients. I have a loop to go
through these messages and calling FIX::Session::sendToTarget() to send
each to the client.

The messages for one product all have roughly the same timestamp in tag
52, SendingTime. But obviously it takes some time for the messages to
get to the client. Eventually it can take longer than the MaxLatency
(default to 120 seconds) specified in the config file and the client
application generate a reject: "SendingTime accuracy problem".

So the problems seems to be that the messages all get roughly the same
timestamp in sendToTarget() function, but it could be 2 minutes later
when the client really get it. 

Is there a way to more accurately timestamp the tag 52 for the messages
going out?

Thank you very much.

Siqing Zhang