RE: [Quickfix-developers] Millisecond resolution in UTCTimeStamp

[Miller, O. <OM...@ri...>]

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 >=3D 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
>=3D 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.
=09

=20
Daniel May
da...@so...