quickfix-developers

[Quickfix-developers] Different session lengths on different days

[Brian E. <azz...@ya...>]

ICE has a different trading session length on Sunday than it does during the rest of the week (the trading session starts around 23:00 UTC on Sunday, but Tuesday-Friday it starts at 01:00 UTC). 

I can't think of any way to handle this in the QuickFIX INI settings in 1.12.4 - is there anything out there in the nightlies that might help?

- Brian Erst

Re: [Quickfix-developers] Different session lengths on different days

[Andrew C. <And...@Tw...>]

You can do it with multiple sessions and the StartDay/EndDay parameters that
people were just speaking about.
 
 
Andrew Culross

Direct   +1 (914) 220-8849 

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-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Brian Erst
Sent: Monday, March 10, 2008 2:30 PM
To: qui...@li...
Subject: [Quickfix-developers] Different session lengths on different days


ICE has a different trading session length on Sunday than it does during the
rest of the week (the trading session starts around 23:00 UTC on Sunday, but
Tuesday-Friday it starts at 01:00 UTC). 

I can't think of any way to handle this in the QuickFIX INI settings in
1.12.4 - is there anything out there in the nightlies that might help?

- Brian Erst