Re: [Quickfix-developers] How to handle a Logon reply with microseconds timestamp

[Steffen W. (B. R. FRANK) <s.w...@bl...>]

Hi Gary,

thank you for your reply. I managed to include the patch from Pull Request #155 into the latest master branch. Now I am able to compile quickfix with python2 and microseconds support. 

From: gbi...@co... At: 11/30/17 18:17:48
To: Steffen Wiederspahn (BLOOMBERG/ RTS FRANK)
Cc: qui...@li...
Subject: Re: [Quickfix-developers] How to handle a Logon reply with microseconds timestamp

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
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