Re: [Quickfix-developers] How to handle a Logon reply with microseconds timestamp
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From: Grant B. <gbi...@co...> - 2017-11-30 17:17:54
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I don't think anyone has implemented microseconds support in QuickFIX. I'm sure there are many people who would be interested in seeing a patch. On Wed, Nov 15, 2017 at 12:56 AM, Steffen Wiederspahn (BLOOMBERG/ RTS FRANK) <s.w...@bl...> wrote: > QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/ > > > Hi, > > I asked the same question already in the quickfix-user mailing list but > did not received any reply so I will ask it again here. > Is there a fix/workaround to logon to a counterparty which sends back > timestamps in microseconds? I saw the same Issue ( > https://github.com/quickfix/quickfix/issues/156) opened on github but > there is no activity since over 20 days. I am curious how others are > handling this in times of Mifid II. > > thanks and regards > > ------------------------------------------------------------ > ------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > Quickfix-developers mailing list > Qui...@li... > https://lists.sourceforge.net/lists/listinfo/quickfix-developers > -- Grant Birchmeier *Connamara Systems, LLC* *Made-To-Measure Trading Solutions.* Exactly what you need. No more. No less. http://connamara.com |