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From: Steve B. <st...@te...> - 2007-09-17 18:53:07
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> Does anyone know of a way to increase the amount of time a SendingTime > value is allowed to deviate from? Toli says 2 minutes below...I would > like to increase this window...what is the point of this validation > anyway? To add to what Toli has already written, the FIX specification requires the latency checks. I assume this is to avoid erroneous processing of old messages. In some cases, there may even be regulatory issues with executing excessively old order (for example). To get a more detailed answer, you could try posting your question on the FPL forums. The two minute default is what is recommended in the specification. If you are logging incoming messages, then you still have the raw messages that were sent. I'd recommend checking the log record timestamp (which is based on your local time) with the SendingTime field value in the messages. It's possible there is a problem with your counterparty's recovery implementation. Regards, Steve |