quickfix-users

[Andrew S. <asc...@gm...>]

Hello.  I am connecting to a market that is open at 5 PM Eastern on Sunday
and stays open until 5 PM on Friday.  It closes for 30 minutes from 5 PM
until 5:30 PM, during which time sequence numbers are reset.

To handle this in QuickFIX, it seems that the appropriate thing to do is set
StartTime to 22:30:00 and EndTime to 22:00:00 (with appropriate adjustments
for DST).  Unfortunately, it seems that this means we will not connect until
5:30 PM on Sunday (the market is open from 5 PM - 5:30 PM on Sunday).  Is
there any way around this?

Thanks,

Andrew Schwartz