RE: [Quickfix-developers] Millisecond resolution in UTCTimeStamp

[Oren M. <ore...@ya...>]

In my last message "But I'm sure all do" should read
"but I'm not sure all do"

--- Daniel May <Dan...@ma...> wrote:
> My changes only add milliseconds if the BeginString
> in the message
> header is >= FIX.4.2 .  
> The old conversion routines do NOT throw an
> exception if there are
> milliseconds in the time stamp, they just get
> quietly
> ignored. The call to strptime() was not bothered by
> them.  My opinion
> would be that anyone talking to a > FIX.4.2
> connection
> needs to be prepared to process milliseconds per the
> specification.
> 
> I will add the configuration setting if you still
> think it is needed.
> 
> Daniel
> 
> 
> -----Original Message-----
> From: Miller, Oren
> [mailto:OM...@ri...] 
> Sent: Wednesday, November 05, 2003 2:37 PM
> To: Daniel May;
> qui...@li...
> Cc: Joerg Thoennes
> Subject: RE: [Quickfix-developers] Millisecond
> resolution in
> UTCTimeStamp
> 
> I'd also like to add a configuration setting that
> can turn on and off
> sending messages with milliseconds.  There may be
> some fix engines
> people want to talk to (QF 1.0 to 1.6 for instance!)
> that will not be
> able to handle them.
> 
> 
> -----Original Message-----
> From:	Daniel May [mailto:Dan...@ma...]
> Sent:	Wed 11/5/2003 9:29 AM
> To:	qui...@li...
> Cc:	Miller, Oren; Joerg Thoennes
> Subject:	 [Quickfix-developers] Millisecond
> resolution in
> UTCTimeStamp
> I have checked in the code changes that allow
> millisecond time stamp
> resolution per the FIX 4.2 and later specification. 
> QF will check
> message headers and include the milliseconds if the
> BeginString >=
> FIX.4.2 .
> There were several files that needed to be modified,
> I have listed them
> below along with a few caveats concerning the
> implementation.
> 
> FieldTypes.h and FieldType.cpp
> 	These files contain the bulk of the code changes. 
> I added a
> private member to the class FIX::UtcTimeStamp to
> hold milliseconds,
> m_ms.  I added a set/get for access.  When you
> create a
> FIX::UtcTimeStamp, the default has always been to
> set it to the current
> time/date, this remains the same, and the
> millisecond field is
> populated.  I chose to use
> ftime() to replace time() since
> it returns the time_t structure the original
> FIX::UtcTimeStamp was
> derived from. PLEASE NOTE:  Under MS Windows
> (NT,2K,XP), ftime() has at
> best a resolution of 10ms on a single processor
> machine, and 15ms on a
> multiple processor machine.
> 
> 
> FieldConvertors.h
> 	When using UtcTimeStampConvertor to convert to a
> std::string,
> there is an optional bool parameter (default false)
> which will force the
> conversion to include .sss in the string.  When
> converting from a
> std::string to a UtcTimeStamp, I will always parse
> the milliseconds if
> they are present in the format HH:MM:SS.sss, with
> some basic validation.
> The same holds true for UtcTimeOnlyConvertor.
> 
> Session.cpp
> 	When setting the SendingTime() field, I check for a
> BegingString
> >= BeginString_FIX42, and
> include milliseconds.
> 
> 
> fieldconvertorstestcase.cpp sessiontestcase.cpp
> utctimeonlytestcase.cpp
> utctimestamptestcase.cpp
> 	Several of the test cases had to be modified to
> properly
> initialize the milliseconds in UtcTimeStamp.
> I also added a test case to verify the conversion
> routines.
> 	
> 
>  
> Daniel May
> da...@so...
> 
> 
> 
> 
> 
> 
> 
>
-------------------------------------------------------
> This SF.net email is sponsored by: SF.net Giveback
> Program.
> Does SourceForge.net help you be more productive? 
> Does it
> help you create better code?   SHARE THE LOVE, and
> help us help
> YOU!  Click Here: http://sourceforge.net/donate/
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
>
https://lists.sourceforge.net/lists/listinfo/quickfix-developers


__________________________________
Do you Yahoo!?
Protect your identity with Yahoo! Mail AddressGuard
http://antispam.yahoo.com/whatsnewfree